-10.3%
TSCO vs S
-70.4%
+60.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.6% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | -4.4% | -11.8% | +7.4% | -3.2% |
| 3M | +9.7% | +33.9% | -24.3% | +5.5% |
| 6M | -32.4% | +40.1% | -72.5% | -35.7% |
| YTD | -31.7% | +32.1% | -63.7% | -34.7% |
| 1Y | -41.3% | +11.0% | -52.3% | -42.8% |
| 3Y | -18.3% | +16.9% | -35.3% | -23.4% |
| 5Y | -10.3% | -68.9% | +58.7% | -7.0% |
| All | -10.3% | -70.4% | +60.2% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling