-19.7%
TSCO vs IVZ
+134.7%
-154.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.7% |
| 7D | -5.7% | -2.4% | -3.3% | -5.3% |
| 30D | -8.8% | +3.0% | -11.8% | -9.3% |
| 3M | +6.3% | +14.9% | -8.5% | +3.6% |
| 6M | -32.3% | +36.7% | -69.0% | -36.3% |
| YTD | -32.7% | +25.7% | -58.4% | -36.0% |
| 1Y | -43.7% | +47.7% | -91.4% | -48.3% |
| 3Y | -19.7% | +138.8% | -158.5% | -38.5% |
| All | -19.7% | +134.7% | -154.4% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 3y: compounded portfolio wealth divided by compounded IVZ 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…
3y analysis · Full analysis span regression · 6 months rolling