+181.2%
TSCO vs P
+718.8%
-537.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.3% | -5.9% | -2.1% |
| 7D | -5.7% | -1.3% | -4.3% | -5.5% |
| 30D | -8.8% | -11.9% | +3.1% | -7.5% |
| 3M | +6.3% | +41.6% | -35.3% | +0.5% |
| 6M | -32.3% | +58.1% | -90.4% | -37.8% |
| YTD | -32.7% | +46.5% | -79.2% | -37.9% |
| 1Y | -43.7% | +19.1% | -62.7% | -47.1% |
| 3Y | -19.7% | +150.6% | -170.2% | -37.5% |
| 5Y | -11.6% | +271.8% | -283.4% | -38.2% |
| All | +181.2% | +718.8% | -537.6% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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