-29.4%
TSCO vs Q
+19.7%
-49.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +15.7% | -3.3% | +19.0% | +15.7% |
| 30D | +16.4% | -9.7% | +26.1% | +16.7% |
| 3M | +11.2% | -16.1% | +27.3% | +11.8% |
| 6M | +14.9% | -15.7% | +30.6% | +14.2% |
| YTD | -25.4% | +45.7% | -71.2% | -29.9% |
| 1Y | -29.4% | +18.0% | -47.4% | -30.8% |
| All | -29.4% | +19.7% | -49.1% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 1y: compounded portfolio wealth divided by compounded Q 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…
1y analysis · Full analysis span regression · 6 months rolling