-10.4%
TSCO vs LOW
+5.4%
-15.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | -5.7% | -3.7% | -1.9% | -3.5% |
| 30D | -8.8% | -8.9% | +0.1% | -3.7% |
| 3M | +6.3% | -10.4% | +16.7% | +13.0% |
| 6M | -32.3% | -19.4% | -12.9% | -23.4% |
| YTD | -32.7% | -17.1% | -15.6% | -25.3% |
| 1Y | -43.7% | -26.3% | -17.4% | -33.1% |
| 3Y | -19.7% | -9.9% | -9.8% | -17.7% |
| All | -10.4% | +5.4% | -15.8% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling