+154.6%
TSCO vs QSR
+205.8%
-51.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | -5.7% | -4.0% | -1.7% | -4.6% |
| 30D | -8.8% | +2.8% | -11.5% | -9.5% |
| 3M | +6.3% | +5.1% | +1.2% | +4.7% |
| 6M | -32.3% | +8.8% | -41.1% | -34.0% |
| YTD | -32.7% | +14.8% | -47.5% | -35.5% |
| 1Y | -43.7% | +25.7% | -69.4% | -47.4% |
| 3Y | -19.7% | +27.5% | -47.2% | -25.7% |
| 5Y | -11.6% | +41.3% | -52.9% | -21.1% |
| 10Y | +184.1% | +133.8% | +50.3% | +113.8% |
| All | +154.6% | +205.8% | -51.2% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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