-33.6%
TSCO vs STRL
-22.7%
-10.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.6% |
| 7D | +0.3% | +15.7% | -15.4% | +0.7% |
| 30D | +11.3% | -35.5% | +46.8% | +10.3% |
| 3M | +1.5% | -47.1% | +48.6% | +0.3% |
| 6M | +24.0% | -65.8% | +89.7% | +22.3% |
| YTD | -25.7% | -4.5% | -21.2% | -28.6% |
| 1Y | -33.6% | -10.5% | -23.1% | -36.0% |
| All | -33.6% | -22.7% | -10.9% | -36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling