+196.8%
TSCO vs IP
+20.8%
+176.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.9% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | +11.3% | +7.9% | +3.4% | +8.9% |
| 3M | +1.5% | -15.3% | +16.8% | +6.2% |
| 6M | +24.0% | +10.5% | +13.4% | +19.0% |
| YTD | -25.7% | -9.4% | -16.3% | -24.9% |
| 1Y | -33.6% | -4.6% | -28.9% | -33.9% |
| 3Y | -1.5% | +21.2% | -22.8% | -13.1% |
| 5Y | -9.6% | -13.3% | +3.7% | -12.2% |
| All | +196.8% | +20.8% | +176.0% | +145.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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