-5.3%
TSCO vs RACE
+69.7%
-75.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.5% |
| 7D | +6.8% | +0.2% | +6.6% | +6.8% |
| 30D | +11.3% | +6.6% | +4.7% | +9.3% |
| 3M | +9.1% | +2.2% | +6.9% | +8.2% |
| 6M | +24.2% | +22.4% | +1.8% | +16.5% |
| YTD | -23.5% | +13.8% | -37.3% | -27.1% |
| 1Y | -30.8% | +2.2% | -33.0% | -31.9% |
| 3Y | +0.1% | +25.6% | -25.6% | -12.8% |
| 5Y | -5.3% | +71.0% | -76.3% | -29.1% |
| All | -5.3% | +69.7% | -75.0% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 5y: compounded portfolio wealth divided by compounded RACE 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…
5y analysis · Full analysis span regression · 6 months rolling