-30.9%
TSCO vs IP
-2.1%
-28.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | 0.0% | +2.1% |
| 7D | +5.9% | -3.0% | +8.9% | +6.7% |
| 30D | +11.0% | +10.6% | +0.4% | +8.1% |
| 3M | +9.0% | -13.6% | +22.5% | +12.6% |
| 6M | +23.9% | +10.4% | +13.4% | +18.6% |
| YTD | -23.7% | -6.5% | -17.3% | -23.5% |
| All | -30.9% | -2.1% | -28.8% | -32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling