-19.7%
TSCO vs MKTX
-25.3%
+5.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.5% | -1.5% |
| 7D | -5.7% | -0.2% | -5.4% | -5.6% |
| 30D | -8.8% | +0.7% | -9.5% | -8.8% |
| 3M | +6.3% | +40.8% | -34.5% | +4.0% |
| 6M | -32.3% | -8.0% | -24.3% | -31.5% |
| YTD | -32.7% | -8.7% | -24.0% | -31.8% |
| 1Y | -43.7% | -11.8% | -31.8% | -42.8% |
| 3Y | -19.7% | -24.0% | +4.4% | -18.4% |
| All | -19.7% | -25.3% | +5.6% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 3y: compounded portfolio wealth divided by compounded MKTX 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…
3y analysis · Full analysis span regression · 6 months rolling