-42.8%
TSCO vs IR
-8.6%
-34.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +8.5% |
| 6M | -32.4% | -15.4% | -17.0% | -29.5% |
| YTD | -31.7% | -7.7% | -24.0% | -30.0% |
| All | -42.8% | -8.6% | -34.2% | -41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling