+49,750.0%
TSCO vs STZ
+4,308.1%
+45,442.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | +0.8% | -1.9% | +2.7% | +1.2% |
| 30D | +5.5% | -1.9% | +7.3% | +5.9% |
| 3M | +20.0% | -6.2% | +26.2% | +21.5% |
| 6M | -29.8% | -14.0% | -15.8% | -27.6% |
| YTD | -28.7% | -5.1% | -23.5% | -28.1% |
| 1Y | -40.9% | -9.6% | -31.3% | -40.0% |
| 3Y | -15.9% | -47.2% | +31.3% | -5.1% |
| 5Y | -3.5% | -33.6% | +30.1% | +3.5% |
| 10Y | +142.2% | -9.8% | +152.0% | +137.3% |
| All | +49,750.0% | +4,308.1% | +45,442.0% | +36,619.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling