-3.4%
TSCO vs COMP
+353.8%
-357.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.7% | -11.4% | -1.8% |
| 7D | +7.1% | +13.4% | -6.3% | +5.6% |
| 30D | +11.8% | +11.1% | +0.7% | +10.4% |
| 3M | +7.4% | -18.8% | +26.2% | +9.1% |
| 6M | +13.4% | +10.5% | +2.9% | +11.5% |
| YTD | -25.9% | -3.4% | -22.5% | -27.0% |
| 1Y | -29.9% | +19.7% | -49.6% | -32.5% |
| 3Y | -3.4% | +381.6% | -385.0% | -29.9% |
| All | -3.4% | +353.8% | -357.1% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling