+12,343.2%
TSCO vs O
+5,285.6%
+7,057.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -3.1% |
| 7D | -2.5% | -2.3% | -0.2% | -1.7% |
| 30D | -1.1% | -2.4% | +1.3% | -0.2% |
| 3M | +14.3% | -0.6% | +14.9% | +14.5% |
| 6M | -31.9% | -5.0% | -26.9% | -30.7% |
| YTD | -30.7% | +10.4% | -41.1% | -33.1% |
| 1Y | -41.1% | +6.6% | -47.6% | -42.4% |
| 3Y | -17.1% | +28.4% | -45.5% | -24.4% |
| 5Y | -7.5% | +15.3% | -22.8% | -13.2% |
| 10Y | +192.6% | +55.3% | +137.3% | +129.4% |
| All | +12,343.2% | +5,285.6% | +7,057.6% | +3,769.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling