-19.7%
TSCO vs SU
+120.0%
-139.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -5.7% | +2.2% | -7.9% | -5.9% |
| 30D | -8.8% | +8.4% | -17.2% | -9.5% |
| 3M | +6.3% | +12.1% | -5.8% | +5.0% |
| 6M | -32.3% | +19.7% | -51.9% | -34.2% |
| YTD | -32.7% | +58.4% | -91.1% | -37.9% |
| 1Y | -43.7% | +67.2% | -110.9% | -48.6% |
| 3Y | -19.7% | +125.0% | -144.7% | -29.8% |
| All | -19.7% | +120.0% | -139.6% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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