+19,053.3%
TSCO vs A
+442.2%
+18,611.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.5% | +1.5% |
| 7D | +1.7% | -2.1% | +3.7% | +2.2% |
| 30D | +2.8% | +0.6% | +2.2% | +2.5% |
| 3M | +17.9% | +10.9% | +7.0% | +14.8% |
| 6M | -28.6% | +28.2% | -56.7% | -33.1% |
| YTD | -28.0% | +8.6% | -36.6% | -30.0% |
| 1Y | -39.9% | +15.5% | -55.4% | -42.5% |
| 3Y | -14.0% | +31.8% | -45.8% | -21.5% |
| 5Y | -2.9% | -14.9% | +12.0% | -2.6% |
| 10Y | +199.5% | +237.8% | -38.3% | +117.4% |
| All | +19,053.3% | +442.2% | +18,611.0% | +10,093.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling