-29.4%
TSCO vs S
+36.5%
-65.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +4.2% |
| 7D | +15.7% | -8.2% | +23.9% | +16.1% |
| 30D | +16.4% | -7.6% | +24.1% | +16.8% |
| 3M | +11.2% | +12.0% | -0.8% | +9.8% |
| 6M | +14.9% | +50.6% | -35.7% | +11.3% |
| YTD | -25.4% | +56.6% | -82.0% | -27.9% |
| 1Y | -29.4% | +39.2% | -68.6% | -30.8% |
| All | -29.4% | +36.5% | -65.9% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling