+1,581.9%
TSCO vs ICE
+2,260.0%
-678.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.4% |
| 7D | -2.5% | -0.9% | -1.6% | -2.3% |
| 30D | -1.1% | +4.0% | -5.1% | -2.2% |
| 3M | +14.3% | +11.0% | +3.3% | +10.8% |
| 6M | -31.9% | -5.0% | -26.9% | -31.2% |
| YTD | -30.7% | -2.7% | -28.0% | -30.8% |
| 1Y | -41.1% | -8.6% | -32.4% | -40.2% |
| 3Y | -17.1% | +41.4% | -58.5% | -25.4% |
| 5Y | -7.5% | +39.9% | -47.4% | -16.9% |
| 10Y | +192.6% | +214.9% | -22.3% | +113.3% |
| All | +1,581.9% | +2,260.0% | -678.0% | +664.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 all: compounded portfolio wealth divided by compounded ICE 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…
all analysis · Full analysis span regression · 6 months rolling