-10.3%
TSCO vs IR
+35.0%
-45.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -3.1% | -3.1% | -0.1% | -2.1% |
| 30D | -4.4% | -14.0% | +9.7% | +0.5% |
| 3M | +9.7% | +3.7% | +6.0% | +8.0% |
| 6M | -32.4% | -15.4% | -17.0% | -28.9% |
| YTD | -31.7% | -7.7% | -24.0% | -30.6% |
| 1Y | -41.3% | -8.8% | -32.5% | -40.3% |
| 3Y | -18.3% | +5.6% | -23.9% | -23.5% |
| 5Y | -10.3% | +34.3% | -44.6% | -26.5% |
| All | -10.3% | +35.0% | -45.3% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling