-10.3%
TSCO vs ONON
-24.2%
+13.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -3.1% | -5.3% | +2.2% | -2.4% |
| 30D | -4.4% | -13.1% | +8.8% | -2.6% |
| 3M | +9.7% | -29.3% | +39.0% | +14.3% |
| 6M | -32.4% | -34.5% | +2.1% | -29.1% |
| YTD | -31.7% | -42.2% | +10.6% | -27.2% |
| 1Y | -41.3% | -37.3% | -3.9% | -38.4% |
| 3Y | -18.3% | -9.3% | -9.1% | -21.6% |
| All | -10.3% | -24.2% | +13.8% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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