-40.9%
TSCO vs LOW
-20.7%
-20.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.1% | +0.5% |
| 7D | +0.8% | -1.7% | +2.5% | +1.7% |
| 30D | +5.5% | -7.0% | +12.5% | +9.5% |
| 3M | +20.0% | -0.9% | +20.8% | +19.8% |
| 6M | -29.8% | -20.1% | -9.7% | -21.1% |
| YTD | -28.7% | -13.9% | -14.8% | -22.3% |
| 1Y | -40.9% | -21.1% | -19.8% | -30.5% |
| All | -40.9% | -20.7% | -20.2% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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