+19,053.7%
TSCO vs TDY
+7,056.0%
+11,997.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.8% |
| 7D | -5.7% | -1.1% | -4.5% | -5.4% |
| 30D | -8.8% | -12.0% | +3.3% | -5.7% |
| 3M | +6.3% | -3.2% | +9.5% | +7.1% |
| 6M | -32.3% | -7.9% | -24.4% | -31.1% |
| YTD | -32.7% | +18.2% | -50.9% | -35.9% |
| 1Y | -43.7% | +6.7% | -50.3% | -45.0% |
| 3Y | -19.7% | +47.5% | -67.2% | -28.5% |
| 5Y | -11.6% | +39.5% | -51.1% | -20.6% |
| 10Y | +184.1% | +477.2% | -293.1% | +72.8% |
| All | +19,053.7% | +7,056.0% | +11,997.6% | +7,730.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling