-10.3%
TSCO vs ALL
+161.6%
-171.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.6% |
| 7D | +0.3% | +5.0% | -4.8% | -1.1% |
| 30D | +11.3% | +13.3% | -2.0% | +7.6% |
| 3M | +1.5% | +3.2% | -1.7% | +0.5% |
| 6M | +24.0% | +25.3% | -1.4% | +15.6% |
| YTD | -25.7% | +30.5% | -56.1% | -31.7% |
| 1Y | -33.6% | +29.2% | -62.8% | -38.8% |
| 3Y | -1.5% | +119.1% | -120.6% | -26.0% |
| All | -10.3% | +161.6% | -171.9% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling