+181.2%
TSCO vs IWD
+203.8%
-22.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -2.2% |
| 7D | -5.7% | -0.8% | -4.9% | -5.1% |
| 30D | -8.8% | -0.8% | -7.9% | -8.2% |
| 3M | +6.3% | +6.9% | -0.6% | +1.1% |
| 6M | -32.3% | +18.3% | -50.5% | -40.5% |
| YTD | -32.7% | +22.4% | -55.1% | -42.4% |
| 1Y | -43.7% | +27.4% | -71.1% | -53.2% |
| 3Y | -19.7% | +71.2% | -90.8% | -46.4% |
| 5Y | -11.6% | +75.7% | -87.3% | -42.0% |
| All | +181.2% | +203.8% | -22.5% | +32.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling