-18.4%
TSCO vs IBN
+25.1%
-43.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -3.1% | -5.5% | +2.4% | -2.0% |
| 30D | -4.4% | -3.4% | -0.9% | -3.7% |
| 3M | +9.7% | +8.7% | +1.0% | +7.5% |
| 6M | -32.4% | +3.7% | -36.1% | -33.2% |
| YTD | -31.7% | -2.4% | -29.3% | -31.9% |
| 1Y | -41.3% | -8.1% | -33.2% | -41.0% |
| All | -18.4% | +25.1% | -43.5% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling