-14.0%
TSCO vs P
+159.9%
-173.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.8% | +0.8% |
| 7D | +1.7% | +7.8% | -6.2% | +1.4% |
| 30D | +2.8% | +12.3% | -9.5% | +2.2% |
| 3M | +17.9% | +37.1% | -19.2% | +16.3% |
| 6M | -28.6% | +66.1% | -94.7% | -30.7% |
| YTD | -28.0% | +50.9% | -79.0% | -29.9% |
| 1Y | -39.9% | +27.2% | -67.1% | -41.3% |
| 3Y | -14.0% | +158.7% | -172.7% | -26.2% |
| All | -14.0% | +159.9% | -173.9% | -26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling