+53,326.0%
TSCO vs RF
+574.1%
+52,751.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +6.8% | +0.3% | +6.5% | +6.8% |
| 30D | +11.3% | +6.2% | +5.1% | +10.0% |
| 3M | +9.1% | -7.8% | +16.9% | +10.8% |
| 6M | +24.2% | +5.9% | +18.3% | +22.7% |
| YTD | -23.5% | +9.0% | -32.6% | -25.0% |
| 1Y | -30.8% | +19.3% | -50.0% | -33.3% |
| 3Y | +0.1% | +116.4% | -116.4% | -14.8% |
| 5Y | -5.3% | +46.0% | -51.4% | -14.4% |
| 10Y | +220.4% | +239.8% | -19.4% | +134.6% |
| All | +53,326.0% | +574.1% | +52,751.9% | +61,712.7% |
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