-7.5%
TSCO vs THC
+258.2%
-265.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.9% | -7.5% | -4.3% |
| 7D | -2.5% | +4.1% | -6.5% | -3.2% |
| 30D | -1.1% | +3.5% | -4.6% | -1.8% |
| 3M | +14.3% | +61.7% | -47.5% | +4.7% |
| 6M | -31.9% | +11.8% | -43.7% | -33.6% |
| YTD | -30.7% | +35.4% | -66.1% | -34.9% |
| 1Y | -41.1% | +37.0% | -78.1% | -44.9% |
| 3Y | -17.1% | +260.1% | -277.2% | -37.9% |
| 5Y | -7.5% | +262.6% | -270.1% | -32.3% |
| All | -7.5% | +258.2% | -265.8% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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