+226.3%
TSCO vs IR
+271.9%
-45.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -3.1% | -3.1% | -0.1% | -2.3% |
| 30D | -4.4% | -14.0% | +9.7% | -0.4% |
| 3M | +9.7% | +3.7% | +6.0% | +8.4% |
| 6M | -32.4% | -15.4% | -17.0% | -29.6% |
| YTD | -31.7% | -7.7% | -24.0% | -30.7% |
| 1Y | -41.3% | -8.8% | -32.5% | -40.4% |
| 3Y | -18.3% | +5.6% | -23.9% | -21.4% |
| 5Y | -10.3% | +34.3% | -44.6% | -20.2% |
| All | +226.3% | +271.9% | -45.6% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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