-15.0%
TSCO vs IP
+21.5%
-36.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.7% |
| 7D | +0.8% | -5.3% | +6.0% | +1.9% |
| 30D | +5.5% | -10.9% | +16.3% | +7.9% |
| 3M | +20.0% | +11.2% | +8.8% | +16.4% |
| 6M | -29.8% | -10.2% | -19.6% | -28.7% |
| YTD | -28.7% | -2.0% | -26.7% | -29.0% |
| 1Y | -40.9% | -19.1% | -21.8% | -39.2% |
| All | -15.0% | +21.5% | -36.5% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling