+181.2%
TSCO vs IBN
+324.2%
-143.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.8% |
| 7D | -5.7% | -3.0% | -2.7% | -5.2% |
| 30D | -8.8% | -1.5% | -7.3% | -8.6% |
| 3M | +6.3% | +7.9% | -1.6% | +5.0% |
| 6M | -32.3% | +8.6% | -40.9% | -33.2% |
| YTD | -32.7% | -0.6% | -32.1% | -32.8% |
| 1Y | -43.7% | -7.3% | -36.3% | -43.2% |
| 3Y | -19.7% | +26.2% | -45.9% | -23.1% |
| 5Y | -11.6% | +57.8% | -69.5% | -18.3% |
| All | +181.2% | +324.2% | -143.0% | +145.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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