-31.9%
TSCO vs IT
+1.1%
-33.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -2.0% | -3.4% |
| 7D | -2.5% | -9.1% | +6.7% | -1.4% |
| 30D | -1.1% | -12.2% | +11.0% | +0.4% |
| 3M | +14.3% | +7.8% | +6.5% | +11.4% |
| 6M | -31.9% | +2.0% | -33.9% | -34.0% |
| All | -31.9% | +1.1% | -33.0% | -34.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling