+181.2%
TSCO vs A
+256.4%
-75.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.7% | -4.2% | -2.5% |
| 7D | -5.7% | -2.6% | -3.1% | -4.8% |
| 30D | -8.8% | -0.9% | -7.9% | -8.7% |
| 3M | +6.3% | +13.6% | -7.3% | +1.2% |
| 6M | -32.3% | +27.8% | -60.1% | -38.8% |
| YTD | -32.7% | +8.6% | -41.3% | -35.6% |
| 1Y | -43.7% | +16.9% | -60.5% | -47.8% |
| 3Y | -19.7% | +32.9% | -52.6% | -31.5% |
| 5Y | -11.6% | -14.1% | +2.5% | -11.8% |
| All | +181.2% | +256.4% | -75.2% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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