-7.5%
TSCO vs REPL
-53.9%
+46.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.2% | -1.5% | -3.6% |
| 7D | -2.5% | -9.6% | +7.1% | -2.3% |
| 30D | -1.1% | +5.7% | -6.8% | -1.2% |
| 3M | +14.3% | +56.4% | -42.1% | +12.8% |
| 6M | -31.9% | +67.4% | -99.3% | -33.6% |
| YTD | -30.7% | +48.7% | -79.3% | -32.3% |
| 1Y | -41.1% | +148.3% | -189.3% | -43.6% |
| 3Y | -17.1% | -26.7% | +9.5% | -21.2% |
| 5Y | -7.5% | -54.1% | +46.6% | -15.1% |
| All | -7.5% | -53.9% | +46.4% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling