-1.5%
TSCO vs REPL
+97.7%
-99.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +0.3% | +1.2% | -1.0% | +0.3% |
| 30D | +11.3% | +92.2% | -80.9% | +10.8% |
| 3M | +1.5% | +44.1% | -42.6% | +1.2% |
| 6M | +24.0% | +313.0% | -289.1% | +22.3% |
| YTD | -25.7% | +125.2% | -150.9% | -26.6% |
| 1Y | -33.6% | +143.8% | -177.3% | -34.4% |
| 3Y | -1.5% | +104.2% | -105.7% | -6.5% |
| All | -1.5% | +97.7% | -99.3% | -6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling