+181.2%
TSCO vs TCOM
-9.8%
+191.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | -5.7% | -4.9% | -0.8% | -5.3% |
| 30D | -8.8% | -14.4% | +5.6% | -7.7% |
| 3M | +6.3% | -17.7% | +24.0% | +7.7% |
| 6M | -32.3% | -25.1% | -7.2% | -30.9% |
| YTD | -32.7% | -45.7% | +13.0% | -29.8% |
| 1Y | -43.7% | -47.9% | +4.2% | -41.1% |
| 3Y | -19.7% | +8.9% | -28.6% | -21.1% |
| 5Y | -11.6% | +26.9% | -38.5% | -15.8% |
| All | +181.2% | -9.8% | +191.0% | +164.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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