+192.6%
TSCO vs RF
+334.5%
-141.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.5% |
| 7D | -2.5% | -0.1% | -2.3% | -2.4% |
| 30D | -1.1% | -4.0% | +2.9% | -0.1% |
| 3M | +14.3% | +5.6% | +8.7% | +12.6% |
| 6M | -31.9% | +13.1% | -44.9% | -34.0% |
| YTD | -30.7% | +13.6% | -44.2% | -33.1% |
| 1Y | -41.1% | +16.0% | -57.0% | -43.5% |
| 3Y | -17.1% | +90.2% | -107.3% | -30.9% |
| 5Y | -7.5% | +87.0% | -94.5% | -24.2% |
| 10Y | +192.6% | +338.5% | -145.9% | +88.5% |
| All | +192.6% | +334.5% | -141.9% | +88.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling