+196.8%
TSCO vs STT
+198.3%
-1.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.5% |
| 7D | +0.3% | +4.8% | -4.5% | -0.9% |
| 30D | +11.3% | +3.9% | +7.4% | +10.2% |
| 3M | +1.5% | -8.2% | +9.6% | +3.4% |
| 6M | +24.0% | +15.6% | +8.3% | +18.8% |
| YTD | -25.7% | +37.6% | -63.3% | -32.3% |
| 1Y | -33.6% | +50.1% | -83.7% | -40.9% |
| 3Y | -1.5% | +183.1% | -184.6% | -26.6% |
| 5Y | -9.6% | +104.8% | -114.4% | -29.1% |
| All | +196.8% | +198.3% | -1.5% | +108.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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