+196.8%
TSCO vs IWD
+203.0%
-6.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.7% |
| 7D | +0.3% | +2.3% | -2.0% | -1.4% |
| 30D | +11.3% | +3.6% | +7.7% | +8.4% |
| 3M | +1.5% | +2.2% | -0.7% | -0.1% |
| 6M | +24.0% | +13.0% | +11.0% | +12.8% |
| YTD | -25.7% | +26.5% | -52.2% | -38.0% |
| 1Y | -33.6% | +30.1% | -63.7% | -45.7% |
| 3Y | -1.5% | +84.9% | -86.4% | -38.1% |
| 5Y | -9.6% | +73.4% | -83.0% | -40.4% |
| All | +196.8% | +203.0% | -6.2% | +31.8% |
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