-4.0%
TSCO vs TPR
+236.0%
-240.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.6% | +1.6% |
| 7D | +1.7% | -3.4% | +5.0% | +2.4% |
| 30D | +2.8% | -27.3% | +30.1% | +9.4% |
| 3M | +17.9% | -16.2% | +34.1% | +21.4% |
| 6M | -28.6% | -17.9% | -10.7% | -26.4% |
| YTD | -28.0% | -7.1% | -20.9% | -28.1% |
| 1Y | -39.9% | +13.6% | -53.5% | -42.8% |
| 3Y | -14.0% | +293.7% | -307.7% | -42.6% |
| All | -4.0% | +236.0% | -240.0% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling