+3.4%
TSCO vs S
-56.8%
+60.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | +0.8% | -7.7% | +8.5% | +1.6% |
| 30D | +5.5% | -5.3% | +10.8% | +5.8% |
| 3M | +20.0% | +20.3% | -0.3% | +17.0% |
| 6M | -29.8% | +47.4% | -77.2% | -33.4% |
| YTD | -28.7% | +32.5% | -61.2% | -31.6% |
| 1Y | -40.9% | +9.5% | -50.4% | -42.3% |
| 3Y | -15.9% | +15.5% | -31.5% | -20.6% |
| 5Y | -3.5% | -71.2% | +67.7% | -3.3% |
| All | +3.4% | -56.8% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling