-7.5%
TSCO vs SO
+57.7%
-65.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.2% |
| 3M | +14.3% | -4.2% | +18.4% | +16.0% |
| 6M | -31.9% | -7.7% | -24.2% | -30.0% |
| YTD | -30.7% | +3.8% | -34.5% | -31.7% |
| 1Y | -41.1% | +0.1% | -41.1% | -41.3% |
| 3Y | -17.1% | +44.2% | -61.3% | -28.5% |
| 5Y | -7.5% | +57.9% | -65.4% | -23.5% |
| All | -7.5% | +57.7% | -65.2% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling