+199.5%
TSCO vs IP
+20.7%
+178.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.4% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | +2.8% | -11.2% | +14.1% | +6.2% |
| 3M | +17.9% | +12.3% | +5.6% | +13.0% |
| 6M | -28.6% | -5.2% | -23.3% | -28.5% |
| YTD | -28.0% | -4.0% | -24.1% | -28.4% |
| 1Y | -39.9% | -19.2% | -20.6% | -37.3% |
| 3Y | -14.0% | +20.3% | -34.3% | -23.6% |
| 5Y | -2.9% | -17.5% | +14.6% | -4.2% |
| 10Y | +199.5% | +21.2% | +178.3% | +144.9% |
| All | +199.5% | +20.7% | +178.8% | +144.9% |
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