+49,750.0%
TSCO vs RF
+614.5%
+49,135.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +0.8% | +1.3% | -0.5% | +0.5% |
| 30D | +5.5% | -3.6% | +9.1% | +6.2% |
| 3M | +20.0% | +8.1% | +11.9% | +18.1% |
| 6M | -29.8% | +11.5% | -41.3% | -31.3% |
| YTD | -28.7% | +15.6% | -44.2% | -30.8% |
| 1Y | -40.9% | +15.7% | -56.6% | -42.8% |
| 3Y | -15.9% | +86.9% | -102.8% | -26.5% |
| 5Y | -3.5% | +89.8% | -93.3% | -17.1% |
| 10Y | +142.2% | +344.7% | -202.5% | +68.7% |
| All | +49,750.0% | +614.5% | +49,135.6% | +56,917.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling