+181.2%
TSCO vs TNA
+86.1%
+95.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.7% |
| 7D | -5.7% | -7.3% | +1.6% | -4.3% |
| 30D | -8.8% | -14.2% | +5.4% | -6.2% |
| 3M | +6.3% | -4.6% | +10.9% | +6.9% |
| 6M | -32.3% | +36.9% | -69.2% | -37.1% |
| YTD | -32.7% | +42.5% | -75.2% | -38.4% |
| 1Y | -43.7% | +45.8% | -89.4% | -49.1% |
| 3Y | -19.7% | +104.7% | -124.3% | -36.9% |
| 5Y | -11.6% | -21.7% | +10.1% | -23.0% |
| All | +181.2% | +86.1% | +95.2% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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