-29.4%
TSCO vs IWD
+33.0%
-62.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +1.8% |
| 7D | +15.7% | +2.5% | +13.2% | +13.1% |
| 30D | +16.4% | +6.0% | +10.5% | +10.7% |
| 3M | +11.2% | +3.8% | +7.5% | +7.6% |
| 6M | +14.9% | +16.3% | -1.4% | +0.2% |
| YTD | -25.4% | +27.5% | -52.9% | -40.9% |
| 1Y | -29.4% | +32.8% | -62.2% | -47.0% |
| All | -29.4% | +33.0% | -62.4% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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