+46,929.1%
TSCO vs LOW
+8,048.0%
+38,881.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | -5.7% | -3.7% | -1.9% | -4.3% |
| 30D | -8.8% | -8.9% | +0.1% | -5.5% |
| 3M | +6.3% | -10.4% | +16.7% | +10.6% |
| 6M | -32.3% | -19.4% | -12.9% | -26.7% |
| YTD | -32.7% | -17.1% | -15.6% | -28.0% |
| 1Y | -43.7% | -26.3% | -17.4% | -37.1% |
| 3Y | -19.7% | -9.9% | -9.8% | -17.3% |
| 5Y | -11.6% | +6.1% | -17.7% | -14.4% |
| 10Y | +184.1% | +230.8% | -46.8% | +79.7% |
| All | +46,929.1% | +8,048.0% | +38,881.1% | +33,288.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling