+203.2%
TSCO vs RF
+241.0%
-37.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | +0.4% | -1.3% | +1.8% | +0.8% |
| 30D | +9.8% | +4.6% | +5.2% | +8.6% |
| 3M | +4.8% | -8.4% | +13.3% | +7.2% |
| 6M | +23.3% | +8.9% | +14.4% | +20.5% |
| YTD | -25.1% | +8.8% | -33.9% | -26.9% |
| 1Y | -32.7% | +18.9% | -51.6% | -35.9% |
| 3Y | -2.0% | +116.0% | -117.9% | -20.5% |
| 5Y | -7.8% | +46.0% | -53.9% | -19.6% |
| 10Y | +203.2% | +231.7% | -28.6% | +112.0% |
| All | +203.2% | +241.0% | -37.9% | +112.0% |
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