+49,750.0%
TSCO vs STRL
+18,433.0%
+31,317.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.8% | -4.6% | +0.8% |
| 7D | +0.8% | +3.4% | -2.6% | +0.6% |
| 30D | +5.5% | -9.2% | +14.7% | +5.9% |
| 3M | +20.0% | -51.0% | +71.0% | +24.1% |
| 6M | -29.8% | +15.8% | -45.6% | -31.6% |
| YTD | -28.7% | +58.9% | -87.5% | -31.9% |
| 1Y | -40.9% | +68.5% | -109.4% | -44.0% |
| 3Y | -15.9% | +485.2% | -501.2% | -27.1% |
| 5Y | -3.5% | +2,005.1% | -2,008.6% | -22.7% |
| 10Y | +142.2% | +7,118.0% | -6,975.7% | +77.8% |
| All | +49,750.0% | +18,433.0% | +31,317.1% | +40,695.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling