-41.3%
TSCO vs REPL
+126.3%
-167.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.4% | +7.0% | -1.4% |
| 7D | -3.1% | -13.4% | +10.3% | -3.1% |
| 30D | -4.4% | -3.0% | -1.4% | -4.4% |
| 3M | +9.7% | +56.3% | -46.6% | +9.2% |
| 6M | -32.4% | +60.9% | -93.3% | -32.6% |
| YTD | -31.7% | +36.2% | -67.9% | -31.8% |
| 1Y | -41.3% | +121.0% | -162.3% | -41.6% |
| All | -41.3% | +126.3% | -167.6% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling