-7.5%
TSCO vs STRL
+2,102.6%
-2,110.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.3% | -3.6% |
| 7D | -2.5% | +8.2% | -10.7% | -3.0% |
| 30D | -1.1% | -6.3% | +5.2% | -0.8% |
| 3M | +14.3% | -41.2% | +55.5% | +18.2% |
| 6M | -31.9% | +20.4% | -52.3% | -36.1% |
| YTD | -30.7% | +61.7% | -92.4% | -37.5% |
| 1Y | -41.1% | +72.7% | -113.8% | -48.0% |
| 3Y | -17.1% | +530.9% | -548.1% | -44.1% |
| 5Y | -7.5% | +2,125.4% | -2,132.9% | -53.2% |
| All | -7.5% | +2,102.6% | -2,110.2% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling