+52,086.6%
TSCO vs STT
+3,231.7%
+48,854.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +0.1% | +5.1% | -5.1% | -1.2% |
| 30D | +8.7% | -0.2% | +8.9% | +8.7% |
| 3M | +1.2% | -8.1% | +9.4% | +3.2% |
| 6M | +21.6% | +16.6% | +4.9% | +16.5% |
| YTD | -25.3% | +37.8% | -63.2% | -31.6% |
| 1Y | -33.0% | +46.8% | -79.8% | -39.6% |
| 3Y | -2.3% | +181.2% | -183.4% | -25.6% |
| 5Y | -9.2% | +105.1% | -114.3% | -26.9% |
| 10Y | +202.2% | +202.3% | -0.1% | +109.1% |
| All | +52,086.6% | +3,231.7% | +48,854.9% | +22,737.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling