+181.2%
TSCO vs SO
+159.0%
+22.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -1.3% |
| 7D | -5.7% | -1.1% | -4.6% | -5.4% |
| 30D | -8.8% | -5.0% | -3.8% | -7.4% |
| 3M | +6.3% | -5.8% | +12.1% | +8.1% |
| 6M | -32.3% | -7.9% | -24.3% | -30.7% |
| YTD | -32.7% | +2.4% | -35.1% | -33.3% |
| 1Y | -43.7% | -2.3% | -41.4% | -43.4% |
| 3Y | -19.7% | +41.9% | -61.5% | -27.7% |
| 5Y | -11.6% | +58.1% | -69.7% | -22.9% |
| All | +181.2% | +159.0% | +22.3% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling