+740.1%
TEAM vs TSCO
+134.9%
+605.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.9% | -7.8% | -7.3% |
| 7D | -5.7% | +1.7% | -7.3% | -6.3% |
| 30D | +18.3% | +2.8% | +15.5% | +16.9% |
| 3M | +80.2% | +17.9% | +62.3% | +68.7% |
| 6M | +111.0% | -28.6% | +139.6% | +138.6% |
| YTD | +8.8% | -28.0% | +36.9% | +22.0% |
| 1Y | +2.2% | -39.9% | +42.0% | +23.0% |
| 3Y | -14.6% | -14.0% | -0.6% | -14.1% |
| 5Y | -53.8% | -2.9% | -50.9% | -55.5% |
| 10Y | +475.2% | +199.5% | +275.7% | +302.5% |
| All | +740.1% | +134.9% | +605.2% | +533.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling