-33.6%
TSCO vs RF
+18.9%
-52.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.9% |
| 7D | +0.3% | +1.9% | -1.7% | -0.4% |
| 30D | +11.3% | +7.3% | +4.0% | +8.8% |
| 3M | +1.5% | -7.9% | +9.4% | +3.9% |
| 6M | +24.0% | +10.5% | +13.4% | +19.5% |
| YTD | -25.7% | +9.6% | -35.3% | -29.5% |
| 1Y | -33.6% | +20.3% | -53.9% | -40.0% |
| All | -33.6% | +18.9% | -52.4% | -40.0% |
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 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