-17.3%
TSCO vs TPR
+279.7%
-297.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.3% | -0.4% | -3.1% |
| 7D | -2.5% | -7.3% | +4.8% | -1.2% |
| 30D | -1.1% | -30.7% | +29.6% | +4.8% |
| 3M | +14.3% | -21.6% | +35.9% | +18.3% |
| 6M | -31.9% | -21.3% | -10.6% | -29.7% |
| YTD | -30.7% | -10.2% | -20.5% | -30.3% |
| 1Y | -41.1% | +9.5% | -50.6% | -43.1% |
| All | -17.3% | +279.7% | -297.0% | -47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling