+292.2%
TER vs TSCO
-17.4%
+309.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.7% | +6.8% | +4.3% |
| 7D | +12.4% | -2.5% | +14.8% | +13.2% |
| 30D | +5.1% | -1.1% | +6.2% | +5.2% |
| 3M | +4.0% | +14.3% | -10.3% | -1.6% |
| 6M | +29.5% | -31.9% | +61.4% | +53.8% |
| YTD | +98.5% | -30.7% | +129.1% | +131.6% |
| 1Y | +234.1% | -41.1% | +275.2% | +322.5% |
| All | +292.2% | -17.4% | +309.6% | +304.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling