-40.0%
TSCO vs Q
+79.8%
-119.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.0% | -1.6% |
| 7D | -5.7% | +4.9% | -10.6% | -5.8% |
| 30D | -8.8% | -11.0% | +2.2% | -8.4% |
| 3M | +6.3% | -15.2% | +21.5% | +6.8% |
| 6M | -32.3% | +8.8% | -41.1% | -34.1% |
| YTD | -32.7% | +55.1% | -87.8% | -36.8% |
| All | -40.0% | +79.8% | -119.8% | -43.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling