+49,750.0%
TSCO vs IP
+208.6%
+49,541.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.5% |
| 7D | +0.8% | -5.3% | +6.0% | +2.3% |
| 30D | +5.5% | -10.9% | +16.3% | +8.7% |
| 3M | +20.0% | +11.2% | +8.8% | +15.4% |
| 6M | -29.8% | -10.2% | -19.6% | -28.7% |
| YTD | -28.7% | -2.0% | -26.7% | -29.4% |
| 1Y | -40.9% | -19.1% | -21.8% | -38.6% |
| 3Y | -15.9% | +20.9% | -36.8% | -24.3% |
| 5Y | -3.5% | -17.8% | +14.4% | -4.2% |
| 10Y | +142.2% | +23.5% | +118.7% | +104.5% |
| All | +49,750.0% | +208.6% | +49,541.5% | +36,673.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling