-10.3%
TSCO vs STLA
-63.7%
+53.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -3.1% | -3.8% | +0.7% | -2.5% |
| 30D | -4.4% | -3.1% | -1.2% | -4.0% |
| 3M | +9.7% | -19.6% | +29.3% | +13.4% |
| 6M | -32.4% | -23.5% | -8.9% | -29.8% |
| YTD | -31.7% | -51.5% | +19.9% | -23.7% |
| 1Y | -41.3% | -39.7% | -1.6% | -37.7% |
| 3Y | -18.3% | -66.3% | +48.0% | -5.2% |
| 5Y | -10.3% | -63.1% | +52.9% | -3.0% |
| All | -10.3% | -63.7% | +53.4% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling