-10.3%
TSCO vs STZ
-37.5%
+27.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -2.0% |
| 7D | -3.1% | -4.1% | +1.0% | -1.9% |
| 30D | -4.4% | -7.6% | +3.2% | -2.0% |
| 3M | +9.7% | -12.3% | +22.0% | +14.2% |
| 6M | -32.4% | -16.3% | -16.1% | -28.6% |
| YTD | -31.7% | -8.4% | -23.3% | -30.3% |
| 1Y | -41.3% | -10.8% | -30.4% | -39.7% |
| 3Y | -18.3% | -49.0% | +30.7% | +0.7% |
| 5Y | -10.3% | -36.5% | +26.2% | +6.9% |
| All | -10.3% | -37.5% | +27.3% | +6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling