+185.6%
TSCO vs IBB
+125.2%
+60.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.7% |
| 7D | -3.1% | -5.2% | +2.1% | -0.6% |
| 30D | -4.4% | +1.5% | -5.8% | -5.3% |
| 3M | +9.7% | +22.1% | -12.5% | -1.0% |
| 6M | -32.4% | +17.7% | -50.1% | -38.0% |
| YTD | -31.7% | +20.2% | -51.8% | -38.1% |
| 1Y | -41.3% | +44.4% | -85.7% | -51.5% |
| 3Y | -18.3% | +61.1% | -79.4% | -36.8% |
| 5Y | -10.3% | +18.5% | -28.8% | -20.9% |
| All | +185.6% | +125.2% | +60.4% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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