-18.4%
TSCO vs A
+28.1%
-46.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.1% |
| 7D | -3.1% | -4.6% | +1.5% | -1.9% |
| 30D | -4.4% | -4.3% | -0.1% | -3.4% |
| 3M | +9.7% | +8.9% | +0.7% | +6.9% |
| 6M | -32.4% | +24.5% | -56.9% | -36.8% |
| YTD | -31.7% | +5.8% | -37.5% | -33.4% |
| 1Y | -41.3% | +16.2% | -57.5% | -44.4% |
| All | -18.4% | +28.1% | -46.5% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling