+185.6%
TSCO vs STRL
+6,846.4%
-6,660.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.2% |
| 7D | -3.1% | +5.4% | -8.5% | -3.7% |
| 30D | -4.4% | -9.0% | +4.6% | -3.5% |
| 3M | +9.7% | -37.1% | +46.7% | +14.2% |
| 6M | -32.4% | +17.8% | -50.2% | -37.1% |
| YTD | -31.7% | +58.3% | -90.0% | -39.3% |
| 1Y | -41.3% | +61.0% | -102.3% | -48.6% |
| 3Y | -18.3% | +517.8% | -536.1% | -45.2% |
| 5Y | -10.3% | +2,119.0% | -2,129.3% | -52.9% |
| All | +185.6% | +6,846.4% | -6,660.8% | +20.1% |
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