+49,750.0%
TSCO vs SO
+3,105.9%
+46,644.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.3% |
| 7D | +0.8% | -0.2% | +0.9% | +0.8% |
| 30D | +5.5% | -4.6% | +10.0% | +6.7% |
| 3M | +20.0% | -3.0% | +23.0% | +20.8% |
| 6M | -29.8% | -8.3% | -21.5% | -28.3% |
| YTD | -28.7% | +3.5% | -32.2% | -29.4% |
| 1Y | -40.9% | -0.9% | -40.0% | -40.9% |
| 3Y | -15.9% | +45.4% | -61.3% | -23.8% |
| 5Y | -3.5% | +59.6% | -63.1% | -14.7% |
| 10Y | +142.2% | +156.6% | -14.4% | +88.2% |
| All | +49,750.0% | +3,105.9% | +46,644.2% | +10,993.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling