-40.9%
TSCO vs ITW
+5.8%
-46.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.4% |
| 7D | +0.8% | -3.6% | +4.3% | +2.6% |
| 30D | +5.5% | -9.1% | +14.6% | +10.6% |
| 3M | +20.0% | +8.2% | +11.7% | +15.1% |
| 6M | -29.8% | -4.8% | -25.0% | -28.2% |
| YTD | -28.7% | +11.0% | -39.7% | -31.8% |
| 1Y | -40.9% | +4.2% | -45.2% | -41.0% |
| All | -40.9% | +5.8% | -46.7% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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