-32.4%
TSCO vs LOW
-20.2%
-12.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.8% |
| 7D | -3.1% | -2.6% | -0.5% | -1.7% |
| 30D | -4.4% | -11.1% | +6.8% | +2.2% |
| 3M | +9.7% | -8.5% | +18.2% | +14.7% |
| 6M | -32.4% | -20.8% | -11.6% | -21.2% |
| All | -32.4% | -20.2% | -12.3% | -21.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling