-21.7%
TSCO vs TPG
+74.1%
-95.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.8% |
| 7D | -5.7% | -9.4% | +3.8% | -4.0% |
| 30D | -8.8% | -5.3% | -3.5% | -8.0% |
| 3M | +6.3% | +12.9% | -6.6% | +3.8% |
| 6M | -32.3% | +20.1% | -52.4% | -34.8% |
| YTD | -32.7% | -22.5% | -10.2% | -30.0% |
| 1Y | -43.7% | -19.7% | -24.0% | -42.0% |
| 3Y | -19.7% | +81.2% | -100.9% | -32.9% |
| All | -21.7% | +74.1% | -95.9% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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