+5,143.3%
TER vs TSCO
+49,750.0%
-44,606.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.1% | +4.4% | +5.3% |
| 7D | +0.6% | +0.8% | -0.2% | +0.5% |
| 30D | -8.3% | +5.5% | -13.7% | -9.1% |
| 3M | -12.2% | +20.0% | -32.2% | -15.0% |
| 6M | +17.1% | -29.8% | +46.9% | +22.9% |
| YTD | +84.7% | -28.7% | +113.3% | +93.2% |
| 1Y | +199.9% | -40.9% | +240.8% | +222.6% |
| 3Y | +232.8% | -15.9% | +248.7% | +239.2% |
| 5Y | +198.6% | -3.5% | +202.0% | +197.7% |
| 10Y | +1,669.7% | +142.2% | +1,527.5% | +1,430.8% |
| All | +5,143.3% | +49,750.0% | -44,606.8% | +2,944.5% |
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