-8.7%
TSCO vs SW
-1.6%
-7.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.2% |
| 7D | +8.8% | +4.7% | +4.1% | +8.3% |
| 30D | +13.4% | +5.0% | +8.4% | +12.8% |
| 3M | +10.3% | -7.3% | +17.7% | +11.0% |
| 6M | +13.7% | +15.0% | -1.3% | +12.0% |
| YTD | -25.4% | +18.5% | -43.9% | -26.7% |
| 1Y | -30.5% | +27.1% | -57.6% | -32.0% |
| 3Y | -2.7% | +49.3% | -52.0% | -4.8% |
| 5Y | -8.7% | -1.6% | -7.1% | -12.9% |
| All | -8.7% | -1.6% | -7.1% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling