+152.7%
TSCO vs REPL
-7.7%
+160.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +0.9% |
| 7D | +1.7% | -5.7% | +7.4% | +1.8% |
| 30D | +2.8% | +22.5% | -19.7% | +2.2% |
| 3M | +17.9% | +64.7% | -46.8% | +14.8% |
| 6M | -28.6% | +83.0% | -111.6% | -32.5% |
| YTD | -28.0% | +52.0% | -80.0% | -31.7% |
| 1Y | -39.9% | +144.5% | -184.4% | -44.9% |
| 3Y | -14.0% | -25.1% | +11.1% | -23.5% |
| 5Y | -2.9% | -52.9% | +50.0% | -13.1% |
| All | +152.7% | -7.7% | +160.3% | +95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling