-10.4%
TSCO vs IBKR
+495.5%
-505.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -1.8% |
| 7D | -5.7% | -1.3% | -4.3% | -5.5% |
| 30D | -8.8% | -0.2% | -8.5% | -8.9% |
| 3M | +6.3% | +3.0% | +3.4% | +5.3% |
| 6M | -32.3% | +33.9% | -66.1% | -36.0% |
| YTD | -32.7% | +42.5% | -75.2% | -37.4% |
| 1Y | -43.7% | +44.9% | -88.5% | -47.9% |
| 3Y | -19.7% | +293.0% | -312.7% | -41.1% |
| All | -10.4% | +495.5% | -505.9% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 5y: compounded portfolio wealth divided by compounded IBKR 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…
5y analysis · Full analysis span regression · 6 months rolling