-3.4%
TSCO vs SW
+39.0%
-42.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | +7.1% | +2.3% | +4.8% | +6.6% |
| 30D | +11.8% | +6.8% | +5.0% | +10.5% |
| 3M | +7.4% | -5.2% | +12.6% | +8.2% |
| 6M | +13.4% | +7.4% | +6.0% | +11.5% |
| YTD | -25.9% | +17.4% | -43.3% | -28.5% |
| 1Y | -29.9% | +27.1% | -57.0% | -33.2% |
| 3Y | -3.4% | +47.9% | -51.2% | -10.4% |
| All | -3.4% | +39.0% | -42.4% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling