+181.2%
TSCO vs RUN
+42.2%
+139.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.5% |
| 7D | -5.7% | -3.7% | -1.9% | -5.4% |
| 30D | -8.8% | -13.0% | +4.2% | -7.8% |
| 3M | +6.3% | -31.8% | +38.1% | +9.3% |
| 6M | -32.3% | -32.2% | 0.0% | -30.7% |
| YTD | -32.7% | -53.5% | +20.8% | -29.7% |
| 1Y | -43.7% | -46.5% | +2.9% | -42.3% |
| 3Y | -19.7% | -37.6% | +17.9% | -27.2% |
| 5Y | -11.6% | -80.9% | +69.2% | -14.4% |
| All | +181.2% | +42.2% | +139.1% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling