-52.7%
TEAM vs TSCO
-9.4%
-43.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.7% |
| 7D | -7.8% | -3.1% | -4.6% | -6.4% |
| 30D | +16.5% | -4.4% | +20.9% | +18.9% |
| 3M | +96.2% | +9.7% | +86.5% | +87.0% |
| 6M | +130.2% | -32.4% | +162.6% | +177.6% |
| YTD | +10.7% | -31.7% | +42.4% | +31.7% |
| 1Y | +3.0% | -41.3% | +44.3% | +33.1% |
| 3Y | -13.1% | -18.3% | +5.2% | -16.1% |
| 5Y | -52.7% | -10.3% | -42.5% | -59.1% |
| All | -52.7% | -9.4% | -43.4% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TSCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling