+181.2%
TSCO vs ITW
+194.8%
-13.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -2.0% |
| 7D | -5.7% | -0.7% | -4.9% | -5.3% |
| 30D | -8.8% | -8.3% | -0.4% | -5.0% |
| 3M | +6.3% | +6.0% | +0.3% | +3.3% |
| 6M | -32.3% | 0.0% | -32.3% | -32.4% |
| YTD | -32.7% | +10.2% | -42.9% | -35.9% |
| 1Y | -43.7% | +3.2% | -46.9% | -44.8% |
| 3Y | -19.7% | +21.0% | -40.6% | -26.9% |
| 5Y | -11.6% | +37.9% | -49.5% | -24.7% |
| All | +181.2% | +194.8% | -13.6% | +71.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling