+1,263.4%
TSCO vs STLA
+252.7%
+1,010.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +3.9% | +1.3% |
| 7D | +1.7% | +0.7% | +0.9% | +1.5% |
| 30D | +2.8% | -2.4% | +5.2% | +3.0% |
| 3M | +17.9% | -23.9% | +41.8% | +22.2% |
| 6M | -28.6% | -24.6% | -4.0% | -26.0% |
| YTD | -28.0% | -50.5% | +22.5% | -21.4% |
| 1Y | -39.9% | -39.8% | 0.0% | -36.5% |
| 3Y | -14.0% | -65.6% | +51.6% | -3.2% |
| 5Y | -2.9% | -62.1% | +59.2% | +5.9% |
| 10Y | +199.5% | +47.8% | +151.7% | +170.4% |
| All | +1,263.4% | +252.7% | +1,010.7% | +1,137.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling