-10.3%
TSCO vs O
+14.0%
-24.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.0% |
| 7D | -3.1% | -3.5% | +0.4% | -1.6% |
| 30D | -4.4% | -3.3% | -1.0% | -2.9% |
| 3M | +9.7% | -2.8% | +12.5% | +11.0% |
| 6M | -32.4% | -5.8% | -26.6% | -30.7% |
| YTD | -31.7% | +9.4% | -41.1% | -34.3% |
| 1Y | -41.3% | +5.7% | -46.9% | -42.7% |
| 3Y | -18.3% | +27.2% | -45.5% | -26.5% |
| 5Y | -10.3% | +17.2% | -27.4% | -16.9% |
| All | -10.3% | +14.0% | -24.3% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling