+2,748.8%
TSCO vs SW
+730.4%
+2,018.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.1% |
| 7D | +8.8% | +4.7% | +4.1% | +8.6% |
| 30D | +13.4% | +5.0% | +8.4% | +13.2% |
| 3M | +10.3% | -7.3% | +17.7% | +10.6% |
| 6M | +13.7% | +15.0% | -1.3% | +13.2% |
| YTD | -25.4% | +18.5% | -43.9% | -25.8% |
| 1Y | -30.5% | +27.1% | -57.6% | -31.0% |
| 3Y | -2.7% | +49.3% | -52.0% | -3.6% |
| 5Y | -8.7% | -1.6% | -7.1% | -9.6% |
| 10Y | +229.4% | +185.4% | +44.0% | +223.9% |
| All | +2,748.8% | +730.4% | +2,018.5% | +2,698.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling