+94.5%
TSCO vs SITM
+4,532.8%
-4,438.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.6% |
| 7D | -3.1% | +4.8% | -8.0% | -3.5% |
| 30D | -4.4% | -9.7% | +5.4% | -3.8% |
| 3M | +9.7% | -9.3% | +19.0% | +9.5% |
| 6M | -32.4% | +69.5% | -101.9% | -37.1% |
| YTD | -31.7% | +70.5% | -102.2% | -36.8% |
| 1Y | -41.3% | +145.3% | -186.5% | -48.0% |
| 3Y | -18.3% | +432.8% | -451.1% | -36.8% |
| 5Y | -10.3% | +174.0% | -184.3% | -29.8% |
| All | +94.5% | +4,532.8% | -4,438.3% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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