-29.4%
TSCO vs RF
+25.4%
-54.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.7% |
| 7D | +15.7% | +2.3% | +13.5% | +14.8% |
| 30D | +16.4% | +7.2% | +9.2% | +13.7% |
| 3M | +11.2% | -8.2% | +19.4% | +14.1% |
| 6M | +14.9% | +7.0% | +7.9% | +12.0% |
| YTD | -25.4% | +10.3% | -35.7% | -29.5% |
| 1Y | -29.4% | +25.1% | -54.5% | -38.5% |
| All | -29.4% | +25.4% | -54.8% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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