-29.4%
TSCO vs ALL
+42.7%
-72.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.9% | +1.3% | +3.6% |
| 7D | +15.7% | +7.5% | +8.2% | +14.1% |
| 30D | +16.4% | +19.7% | -3.3% | +13.4% |
| 3M | +11.2% | +2.9% | +8.3% | +9.9% |
| 6M | +14.9% | +23.5% | -8.6% | +10.5% |
| YTD | -25.4% | +31.1% | -56.6% | -29.2% |
| 1Y | -29.4% | +40.5% | -69.8% | -35.1% |
| All | -29.4% | +42.7% | -72.1% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling