-17.3%
TSCO vs IWD
+69.9%
-87.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.1% |
| 7D | -2.5% | -1.2% | -1.3% | -1.4% |
| 30D | -1.1% | -1.6% | +0.5% | +0.4% |
| 3M | +14.3% | +7.0% | +7.3% | +7.4% |
| 6M | -31.9% | +17.0% | -48.9% | -41.3% |
| YTD | -30.7% | +21.6% | -52.3% | -42.5% |
| 1Y | -41.1% | +28.0% | -69.1% | -53.5% |
| All | -17.3% | +69.9% | -87.1% | -54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling