-31.9%
TSCO vs IYR
+3.8%
-35.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.5% | -2.9% |
| 7D | -2.5% | -0.9% | -1.6% | -1.9% |
| 30D | -1.1% | -2.4% | +1.2% | +0.6% |
| 3M | +14.3% | -2.0% | +16.3% | +15.8% |
| 6M | -31.9% | +2.5% | -34.4% | -33.3% |
| All | -31.9% | +3.8% | -35.7% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 6mo: compounded portfolio wealth divided by compounded IYR 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…
6mo analysis · Full analysis span regression · 6 months rolling