+117.1%
TSCO vs RUN
-32.6%
+149.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.6% | +0.9% | -3.3% |
| 7D | -2.5% | -1.8% | -0.7% | -2.3% |
| 30D | -1.1% | -10.8% | +9.7% | -0.3% |
| 3M | +14.3% | -30.2% | +44.4% | +16.9% |
| 6M | -31.9% | -22.3% | -9.6% | -31.2% |
| YTD | -30.7% | -52.2% | +21.5% | -28.1% |
| 1Y | -41.1% | -45.1% | +4.0% | -39.9% |
| 3Y | -17.1% | -37.1% | +20.0% | -23.8% |
| 5Y | -7.5% | -80.3% | +72.7% | -10.5% |
| 10Y | +192.6% | +45.2% | +147.4% | +136.7% |
| All | +117.1% | -32.6% | +149.7% | +80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling