-38.3%
TSCO vs IRE
-85.1%
+46.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.4% | -1.5% |
| 7D | -5.7% | -4.5% | -1.2% | -5.7% |
| 30D | -8.8% | -7.8% | -0.9% | -8.7% |
| 3M | +6.3% | -60.0% | +66.3% | +7.1% |
| 6M | -32.3% | -48.3% | +16.0% | -32.0% |
| YTD | -32.7% | -54.5% | +21.8% | -32.3% |
| All | -38.3% | -85.1% | +46.9% | -37.6% |
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