-3.4%
TSCO vs RF
+104.8%
-108.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.6% |
| 7D | +7.1% | -0.9% | +8.0% | +7.4% |
| 30D | +11.8% | +6.0% | +5.7% | +9.8% |
| 3M | +7.4% | -8.9% | +16.3% | +10.5% |
| 6M | +13.4% | +2.3% | +11.1% | +12.4% |
| YTD | -25.9% | +7.6% | -33.4% | -28.0% |
| 1Y | -29.9% | +21.2% | -51.1% | -34.5% |
| 3Y | -3.4% | +108.5% | -111.9% | -31.5% |
| All | -3.4% | +104.8% | -108.2% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling