+181.2%
TSCO vs IT
+103.1%
+78.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.3% | -6.8% | -2.9% |
| 7D | -5.7% | -3.7% | -2.0% | -4.9% |
| 30D | -8.8% | +0.1% | -8.8% | -9.1% |
| 3M | +6.3% | +20.7% | -14.4% | -0.5% |
| 6M | -32.3% | +12.0% | -44.2% | -35.8% |
| YTD | -32.7% | -28.8% | -3.9% | -28.2% |
| 1Y | -43.7% | -25.5% | -18.2% | -41.1% |
| 3Y | -19.7% | -48.8% | +29.1% | -8.4% |
| 5Y | -11.6% | -42.7% | +31.1% | -5.0% |
| All | +181.2% | +103.1% | +78.2% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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