-19.7%
TSCO vs TDY
+46.9%
-66.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.9% |
| 7D | -5.7% | -1.1% | -4.5% | -5.4% |
| 30D | -8.8% | -12.0% | +3.3% | -5.4% |
| 3M | +6.3% | -3.2% | +9.5% | +7.1% |
| 6M | -32.3% | -7.9% | -24.4% | -30.9% |
| YTD | -32.7% | +18.2% | -50.9% | -36.7% |
| 1Y | -43.7% | +6.7% | -50.3% | -45.4% |
| 3Y | -19.7% | +47.5% | -67.2% | -34.2% |
| All | -19.7% | +46.9% | -66.5% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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