+199.2%
TSCO vs IP
+21.6%
+177.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.6% |
| 7D | +0.4% | -2.8% | +3.2% | +1.2% |
| 30D | +9.8% | +9.2% | +0.6% | +7.0% |
| 3M | +4.8% | -16.1% | +21.0% | +10.0% |
| 6M | +23.3% | +9.6% | +13.7% | +18.7% |
| YTD | -25.1% | -8.8% | -16.3% | -24.4% |
| 1Y | -32.7% | -5.5% | -27.2% | -32.9% |
| 3Y | -2.0% | +19.6% | -21.6% | -13.0% |
| 5Y | -7.8% | -13.5% | +5.6% | -10.4% |
| All | +199.2% | +21.6% | +177.5% | +146.9% |
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