-9.0%
TSCO vs ALL
+115.1%
-124.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -2.5% | -2.2% | -0.2% | -1.9% |
| 30D | -1.1% | -5.6% | +4.5% | +0.3% |
| 3M | +14.3% | +17.2% | -3.0% | +9.0% |
| 6M | -31.9% | +23.2% | -55.1% | -36.0% |
| YTD | -30.7% | +23.6% | -54.3% | -35.1% |
| 1Y | -41.1% | +29.2% | -70.2% | -45.6% |
| 3Y | -17.1% | +153.8% | -171.0% | -40.3% |
| All | -9.0% | +115.1% | -124.0% | -31.8% |
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