-17.3%
TSCO vs STT
+195.2%
-212.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -2.5% | +1.0% | -3.4% | -2.7% |
| 30D | -1.1% | +2.8% | -3.9% | -1.9% |
| 3M | +14.3% | +18.1% | -3.9% | +9.0% |
| 6M | -31.9% | +59.2% | -91.1% | -40.8% |
| YTD | -30.7% | +51.5% | -82.1% | -39.1% |
| 1Y | -41.1% | +75.7% | -116.7% | -51.1% |
| All | -17.3% | +195.2% | -212.4% | -48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling