+140.4%
TSCO vs P
+485.4%
-345.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +1.0% |
| 7D | +0.8% | +6.5% | -5.8% | 0.0% |
| 30D | +5.5% | +18.8% | -13.4% | +2.8% |
| 3M | +20.0% | +26.7% | -6.8% | +15.5% |
| 6M | -29.8% | +62.2% | -92.0% | -35.2% |
| YTD | -28.7% | +48.5% | -77.2% | -33.7% |
| 1Y | -40.9% | +26.4% | -67.3% | -44.7% |
| 3Y | -15.9% | +159.4% | -175.4% | -33.1% |
| 5Y | -3.5% | +275.8% | -279.3% | -29.4% |
| 10Y | +142.2% | +732.0% | -589.8% | +55.3% |
| All | +140.4% | +485.4% | -345.0% | +53.0% |
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