+1,802.9%
TER vs TSCO
+190.2%
+1,612.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -2.9% |
| 7D | +9.4% | -3.1% | +12.5% | +10.8% |
| 30D | -2.4% | -4.4% | +1.9% | -0.9% |
| 3M | +6.5% | +9.7% | -3.1% | +1.6% |
| 6M | +23.2% | -32.4% | +55.6% | +43.7% |
| YTD | +91.5% | -31.7% | +123.1% | +121.1% |
| 1Y | +214.8% | -41.3% | +256.1% | +287.2% |
| 3Y | +275.3% | -18.3% | +293.7% | +293.9% |
| 5Y | +211.9% | -10.3% | +222.2% | +209.2% |
| All | +1,802.9% | +190.2% | +1,612.8% | +1,249.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling