+196.8%
TSCO vs STRL
+3,697.3%
-3,500.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.2% |
| 7D | +0.3% | +15.7% | -15.4% | -1.3% |
| 30D | +11.3% | -35.5% | +46.8% | +15.5% |
| 3M | +1.5% | -47.1% | +48.6% | +7.1% |
| 6M | +24.0% | -65.8% | +89.7% | +35.4% |
| YTD | -25.7% | -4.5% | -21.2% | -31.2% |
| 1Y | -33.6% | -10.5% | -23.1% | -38.2% |
| 3Y | -1.5% | +340.6% | -342.1% | -33.1% |
| 5Y | -9.6% | +911.0% | -920.6% | -48.6% |
| All | +196.8% | +3,697.3% | -3,500.5% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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