+406.8%
TSCO vs INDA
+107.4%
+299.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.0% |
| 7D | -3.1% | -3.6% | +0.5% | -2.0% |
| 30D | -4.4% | -4.0% | -0.4% | -3.1% |
| 3M | +9.7% | +1.7% | +8.0% | +9.0% |
| 6M | -32.4% | -3.6% | -28.8% | -31.6% |
| YTD | -31.7% | -11.0% | -20.7% | -29.2% |
| 1Y | -41.3% | -9.5% | -31.8% | -39.5% |
| 3Y | -18.3% | +7.6% | -25.9% | -20.7% |
| 5Y | -10.3% | +4.8% | -15.0% | -12.6% |
| 10Y | +188.5% | +82.3% | +106.2% | +132.7% |
| All | +406.8% | +107.4% | +299.4% | +283.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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