+185.6%
TSCO vs STT
+267.9%
-82.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -3.1% | -1.4% | -1.8% | -2.8% |
| 30D | -4.4% | +2.2% | -6.5% | -4.9% |
| 3M | +9.7% | +18.8% | -9.1% | +4.7% |
| 6M | -32.4% | +57.9% | -90.3% | -40.2% |
| YTD | -31.7% | +51.0% | -82.7% | -39.1% |
| 1Y | -41.3% | +77.1% | -118.4% | -49.9% |
| 3Y | -18.3% | +199.8% | -218.2% | -39.9% |
| 5Y | -10.3% | +156.0% | -166.2% | -33.2% |
| All | +185.6% | +267.9% | -82.3% | +89.8% |
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