+206.2%
TSCO vs HWM
+1,301.3%
-1,095.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.1% |
| 7D | -3.1% | -12.5% | +9.4% | -1.3% |
| 30D | -4.4% | -19.0% | +14.6% | -1.5% |
| 3M | +9.7% | -8.6% | +18.3% | +10.6% |
| 6M | -32.4% | -10.2% | -22.3% | -31.8% |
| YTD | -31.7% | +11.3% | -43.0% | -33.4% |
| 1Y | -41.3% | +24.3% | -65.5% | -43.8% |
| 3Y | -18.3% | +382.3% | -400.6% | -37.8% |
| 5Y | -10.3% | +640.6% | -650.9% | -36.2% |
| All | +206.2% | +1,301.3% | -1,095.1% | +100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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