-35.9%
TSCO vs Q
+75.3%
-111.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.5% | +0.8% |
| 7D | +1.7% | +6.7% | -5.1% | +1.4% |
| 30D | +2.8% | -10.6% | +13.4% | +3.2% |
| 3M | +17.9% | -14.6% | +32.5% | +18.2% |
| 6M | -28.6% | +12.1% | -40.6% | -30.8% |
| YTD | -28.0% | +51.3% | -79.3% | -32.4% |
| All | -35.9% | +75.3% | -111.2% | -39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling