+181.2%
TSCO vs O
+54.0%
+127.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -5.7% | -2.9% | -2.8% | -4.9% |
| 30D | -8.8% | -4.5% | -4.2% | -7.7% |
| 3M | +6.3% | -2.6% | +9.0% | +7.1% |
| 6M | -32.3% | -5.6% | -26.6% | -31.3% |
| YTD | -32.7% | +9.3% | -42.0% | -34.2% |
| 1Y | -43.7% | +4.3% | -48.0% | -44.3% |
| 3Y | -19.7% | +27.4% | -47.1% | -24.5% |
| 5Y | -11.6% | +17.1% | -28.7% | -15.6% |
| All | +181.2% | +54.0% | +127.2% | +150.0% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 10y: compounded portfolio wealth divided by compounded O 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…
10y analysis · Full analysis span regression · 6 months rolling