-17.3%
TSCO vs STZ
-49.9%
+32.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.1% | -3.8% |
| 7D | -2.5% | -6.0% | +3.6% | -0.8% |
| 30D | -1.1% | -8.9% | +7.8% | +1.5% |
| 3M | +14.3% | -12.6% | +26.8% | +18.6% |
| 6M | -31.9% | -17.2% | -14.7% | -28.3% |
| YTD | -30.7% | -10.0% | -20.7% | -28.9% |
| 1Y | -41.1% | -14.3% | -26.8% | -38.9% |
| All | -17.3% | -49.9% | +32.7% | -4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling