+181.2%
TSCO vs STZ
-11.3%
+192.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.2% |
| 7D | -5.7% | -4.5% | -1.2% | -4.5% |
| 30D | -8.8% | -8.6% | -0.2% | -6.5% |
| 3M | +6.3% | -13.8% | +20.1% | +10.7% |
| 6M | -32.3% | -17.2% | -15.1% | -28.8% |
| YTD | -32.7% | -9.4% | -23.3% | -31.2% |
| 1Y | -43.7% | -11.9% | -31.8% | -42.2% |
| 3Y | -19.7% | -49.6% | +29.9% | -4.6% |
| 5Y | -11.6% | -37.2% | +25.5% | -1.4% |
| All | +181.2% | -11.3% | +192.6% | +192.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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