-29.4%
TSCO vs COMP
+23.8%
-53.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.7% | -3.5% | +3.4% |
| 7D | +15.7% | +9.5% | +6.2% | +14.7% |
| 30D | +16.4% | +8.1% | +8.3% | +15.4% |
| 3M | +11.2% | -16.3% | +27.5% | +12.3% |
| 6M | +14.9% | +42.2% | -27.3% | +11.7% |
| YTD | -25.4% | -5.0% | -20.4% | -27.2% |
| 1Y | -29.4% | +20.1% | -49.5% | -33.3% |
| All | -29.4% | +23.8% | -53.2% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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