+146.6%
TSCO vs SW
+147.8%
-1.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.1% | +1.0% |
| 7D | +0.8% | -5.1% | +5.9% | +1.1% |
| 30D | +5.5% | -4.6% | +10.0% | +5.8% |
| 3M | +20.0% | +9.4% | +10.6% | +19.1% |
| 6M | -29.8% | +3.5% | -33.3% | -30.1% |
| YTD | -28.7% | +22.0% | -50.7% | -29.7% |
| 1Y | -40.9% | +2.2% | -43.1% | -41.3% |
| 3Y | -15.9% | +19.6% | -35.5% | -17.4% |
| 5Y | -3.5% | -2.3% | -1.1% | -5.4% |
| All | +146.6% | +147.8% | -1.2% | +130.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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