-34.6%
TSCO vs IRE
-84.4%
+49.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +14.0% | -12.9% | +1.2% |
| 7D | +0.8% | +54.8% | -54.0% | +0.9% |
| 30D | +5.5% | +18.4% | -12.9% | +5.5% |
| 3M | +20.0% | -66.7% | +86.7% | +20.9% |
| 6M | -29.8% | -52.3% | +22.5% | -29.5% |
| YTD | -28.7% | -52.3% | +23.7% | -28.2% |
| All | -34.6% | -84.4% | +49.9% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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