+48,339.6%
TSCO vs IT
+3,392.1%
+44,947.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -2.0% | -3.3% |
| 7D | -2.5% | -9.1% | +6.7% | -0.7% |
| 30D | -1.1% | -12.2% | +11.0% | +1.2% |
| 3M | +14.3% | +7.8% | +6.5% | +11.3% |
| 6M | -31.9% | +2.0% | -33.9% | -33.3% |
| YTD | -30.7% | -32.7% | +2.1% | -26.9% |
| 1Y | -41.1% | -31.1% | -10.0% | -38.4% |
| 3Y | -17.1% | -52.1% | +34.9% | -8.4% |
| 5Y | -7.5% | -46.3% | +38.7% | -0.9% |
| 10Y | +192.6% | +91.4% | +101.2% | +139.9% |
| All | +48,339.6% | +3,392.1% | +44,947.5% | +21,514.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling