+199.8%
TER vs TSCO
-40.6%
+240.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.1% | +4.3% | +5.5% |
| 7D | +0.6% | +0.8% | -0.2% | +0.6% |
| 30D | -8.3% | +5.5% | -13.8% | -8.1% |
| 3M | -12.2% | +20.0% | -32.2% | -11.7% |
| 6M | +17.0% | -29.8% | +46.8% | +26.3% |
| YTD | +84.6% | -28.7% | +113.3% | +101.6% |
| 1Y | +199.8% | -40.9% | +240.7% | +192.9% |
| All | +199.8% | -40.6% | +240.4% | +192.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling