-39.9%
TSCO vs COMP
+11.9%
-51.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +1.1% |
| 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% | +14.3% |
| 6M | -28.6% | +23.6% | -52.1% | -30.5% |
| YTD | -28.0% | +1.7% | -29.8% | -29.8% |
| 1Y | -39.9% | +12.6% | -52.4% | -42.8% |
| All | -39.9% | +11.9% | -51.7% | -42.8% |
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 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