-10.3%
TSCO vs S
-71.1%
+60.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +0.3% | +2.0% | -1.7% | 0.0% |
| 30D | +11.3% | -2.7% | +14.0% | +11.3% |
| 3M | +1.5% | -6.9% | +8.3% | +1.5% |
| 6M | +24.0% | +38.1% | -14.1% | +18.0% |
| YTD | -25.7% | +48.0% | -73.7% | -30.2% |
| 1Y | -33.6% | +34.5% | -68.0% | -37.0% |
| 3Y | -1.5% | +38.3% | -39.8% | -9.7% |
| All | -10.3% | -71.1% | +60.8% | -6.9% |
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 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