+9.3%
TSCO vs COMP
-47.7%
+57.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.1% |
| 7D | +0.8% | +1.4% | -0.6% | +0.6% |
| 30D | +5.5% | -13.3% | +18.8% | +6.7% |
| 3M | +20.0% | +41.1% | -21.2% | +16.0% |
| 6M | -29.8% | +17.2% | -47.0% | -31.5% |
| YTD | -28.7% | +5.2% | -33.9% | -30.0% |
| 1Y | -40.9% | +18.9% | -59.8% | -42.8% |
| 3Y | -15.9% | +215.9% | -231.8% | -28.5% |
| 5Y | -3.5% | -31.2% | +27.7% | -15.6% |
| All | +9.3% | -47.7% | +57.0% | -4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling