-2.9%
TSCO vs RF
+89.9%
-92.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +1.2% |
| 7D | +1.7% | +2.7% | -1.0% | +0.9% |
| 30D | +2.8% | -3.4% | +6.2% | +3.7% |
| 3M | +17.9% | +6.4% | +11.5% | +15.8% |
| 6M | -28.6% | +13.4% | -42.0% | -31.1% |
| YTD | -28.0% | +14.2% | -42.3% | -31.0% |
| 1Y | -39.9% | +15.7% | -55.6% | -42.6% |
| 3Y | -14.0% | +91.3% | -105.3% | -29.9% |
| 5Y | -2.9% | +89.8% | -92.7% | -19.8% |
| All | -2.9% | +89.9% | -92.9% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling