-1.5%
TSCO vs S
+41.6%
-43.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +0.3% | +2.0% | -1.7% | +0.1% |
| 30D | +11.3% | -2.7% | +14.0% | +11.2% |
| 3M | +1.5% | -6.9% | +8.3% | +1.5% |
| 6M | +24.0% | +38.1% | -14.1% | +18.7% |
| YTD | -25.7% | +48.0% | -73.7% | -29.7% |
| 1Y | -33.6% | +34.5% | -68.0% | -36.5% |
| 3Y | -1.5% | +38.3% | -39.8% | -11.9% |
| All | -1.5% | +41.6% | -43.1% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling