-9.9%
TSCO vs IP
-12.0%
+2.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -0.9% |
| 7D | +7.1% | -5.1% | +12.2% | +8.6% |
| 30D | +11.8% | +8.5% | +3.3% | +9.3% |
| 3M | +7.4% | -13.8% | +21.2% | +11.5% |
| 6M | +13.4% | +5.7% | +7.7% | +10.4% |
| YTD | -25.9% | -9.1% | -16.8% | -25.1% |
| 1Y | -29.9% | -0.8% | -29.1% | -30.9% |
| 3Y | -3.4% | +14.8% | -18.1% | -14.9% |
| All | -9.9% | -12.0% | +2.1% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling