-10.3%
TSCO vs TPR
+230.3%
-240.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | +11.3% | +15.1% | -3.8% | +7.9% |
| 3M | +1.5% | +3.5% | -2.1% | +0.5% |
| 6M | +24.0% | +0.4% | +23.5% | +22.4% |
| YTD | -25.7% | +4.6% | -30.3% | -27.7% |
| 1Y | -33.6% | +33.1% | -66.7% | -38.9% |
| 3Y | -1.5% | +396.0% | -397.5% | -38.5% |
| All | -10.3% | +230.3% | -240.6% | -42.3% |
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