+2,472.3%
TSCO vs TNA
+913.2%
+1,559.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -0.8% |
| 7D | -3.1% | -7.6% | +4.5% | -1.5% |
| 30D | -4.4% | -13.6% | +9.3% | -1.4% |
| 3M | +9.7% | +2.8% | +6.9% | +8.6% |
| 6M | -32.4% | +34.5% | -66.9% | -37.6% |
| YTD | -31.7% | +41.0% | -72.7% | -38.0% |
| 1Y | -41.3% | +52.0% | -93.3% | -48.2% |
| 3Y | -18.3% | +103.5% | -121.8% | -37.8% |
| 5Y | -10.3% | -22.5% | +12.3% | -22.8% |
| 10Y | +188.5% | +81.9% | +106.6% | +58.8% |
| All | +2,472.3% | +913.2% | +1,559.1% | +549.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling