+150.4%
TSCO vs P
+535.2%
-384.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.3% |
| 7D | +0.3% | +11.6% | -11.3% | -1.0% |
| 30D | +11.3% | -23.7% | +35.0% | +14.0% |
| 3M | +1.5% | -8.0% | +9.4% | +1.1% |
| 6M | +24.0% | +27.9% | -4.0% | +17.4% |
| YTD | -25.7% | +61.2% | -86.8% | -32.4% |
| 1Y | -33.6% | +28.6% | -62.2% | -38.3% |
| 3Y | -1.5% | +200.5% | -202.0% | -24.0% |
| 5Y | -9.6% | +282.9% | -292.5% | -34.6% |
| 10Y | +200.8% | +665.9% | -465.1% | +89.4% |
| All | +150.4% | +535.2% | -384.8% | +56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling