+10.3%
TSCO vs COMP
-49.4%
+59.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +1.2% |
| 7D | +1.7% | +4.1% | -2.4% | +1.3% |
| 30D | +2.8% | -14.5% | +17.4% | +4.2% |
| 3M | +17.9% | +41.8% | -23.9% | +13.9% |
| 6M | -28.6% | +23.6% | -52.1% | -30.6% |
| YTD | -28.0% | +1.7% | -29.8% | -29.2% |
| 1Y | -39.9% | +12.6% | -52.4% | -41.5% |
| 3Y | -14.0% | +221.9% | -235.9% | -27.0% |
| 5Y | -2.9% | -28.1% | +25.2% | -14.9% |
| All | +10.3% | -49.4% | +59.7% | -3.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling