+158.6%
TSCO vs RACE
+658.1%
-499.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.5% |
| 3M | +9.1% | +2.2% | +6.9% | +8.3% |
| 6M | +24.2% | +22.4% | +1.8% | +17.5% |
| YTD | -23.5% | +13.8% | -37.3% | -26.6% |
| 1Y | -30.8% | +2.2% | -33.0% | -31.8% |
| 3Y | +0.1% | +25.6% | -25.6% | -8.8% |
| 5Y | -5.3% | +71.0% | -76.3% | -21.8% |
| 10Y | +220.4% | +739.1% | -518.7% | +101.6% |
| All | +158.6% | +658.1% | -499.6% | +62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling