+19.6%
TSCO vs QS
-46.4%
+66.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.5% | -1.6% |
| 7D | -5.7% | -3.6% | -2.0% | -5.5% |
| 30D | -8.8% | -17.2% | +8.5% | -7.9% |
| 3M | +6.3% | -27.0% | +33.3% | +7.7% |
| 6M | -32.3% | -24.6% | -7.7% | -31.7% |
| YTD | -32.7% | -49.3% | +16.6% | -30.9% |
| 1Y | -43.7% | -40.3% | -3.3% | -43.1% |
| 3Y | -19.7% | -23.8% | +4.1% | -23.0% |
| 5Y | -11.6% | -75.0% | +63.3% | -13.9% |
| All | +19.6% | -46.4% | +66.0% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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