+185.6%
TSCO vs TPR
+318.3%
-132.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.8% |
| 7D | -3.1% | -5.1% | +2.0% | -2.2% |
| 30D | -4.4% | -27.6% | +23.2% | +1.3% |
| 3M | +9.7% | -17.5% | +27.2% | +13.1% |
| 6M | -32.4% | -21.3% | -11.1% | -29.9% |
| YTD | -31.7% | -8.5% | -23.2% | -31.4% |
| 1Y | -41.3% | +11.5% | -52.7% | -43.5% |
| 3Y | -18.3% | +288.0% | -306.3% | -40.3% |
| 5Y | -10.3% | +225.2% | -235.4% | -33.9% |
| All | +185.6% | +318.3% | -132.7% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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