+227.5%
TSCO vs SW
+183.3%
+44.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.9% |
| 7D | +5.9% | +1.8% | +4.1% | +5.8% |
| 30D | +11.0% | +7.0% | +4.0% | +10.5% |
| 3M | +9.0% | -7.6% | +16.6% | +9.5% |
| 6M | +23.9% | +8.5% | +15.3% | +23.0% |
| YTD | -23.7% | +17.7% | -41.4% | -24.7% |
| 1Y | -29.4% | +27.1% | -56.5% | -30.6% |
| 3Y | +1.6% | +48.2% | -46.6% | -0.6% |
| 5Y | -7.1% | -2.3% | -4.8% | -8.9% |
| 10Y | +227.5% | +183.3% | +44.2% | +219.3% |
| All | +227.5% | +183.3% | +44.2% | +219.3% |
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