-17.3%
TSCO vs SO
+44.4%
-61.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -2.9% | -3.4% |
| 7D | -2.5% | 0.0% | -2.5% | -2.5% |
| 30D | -1.1% | -2.5% | +1.4% | -0.3% |
| 3M | +14.3% | -4.2% | +18.4% | +15.9% |
| 6M | -31.9% | -7.7% | -24.2% | -30.1% |
| YTD | -30.7% | +3.8% | -34.5% | -31.6% |
| 1Y | -41.1% | +0.1% | -41.1% | -41.2% |
| All | -17.3% | +44.4% | -61.7% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling