+181.2%
TSCO vs STLA
+55.1%
+126.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.8% | -1.9% |
| 7D | -5.7% | -2.9% | -2.8% | -5.2% |
| 30D | -8.8% | +0.9% | -9.7% | -9.0% |
| 3M | +6.3% | -21.6% | +28.0% | +10.7% |
| 6M | -32.3% | -21.6% | -10.6% | -29.8% |
| YTD | -32.7% | -50.4% | +17.7% | -24.8% |
| 1Y | -43.7% | -43.6% | -0.1% | -39.0% |
| 3Y | -19.7% | -66.4% | +46.7% | -6.3% |
| 5Y | -11.6% | -62.3% | +50.7% | -1.7% |
| All | +181.2% | +55.1% | +126.2% | +161.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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