+35,323.7%
TSCO vs TPR
+8,023.3%
+27,300.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +0.1% | -1.1% | +1.2% | +0.4% |
| 30D | +8.7% | +15.1% | -6.4% | +4.4% |
| 3M | +1.2% | -13.4% | +14.6% | +4.8% |
| 6M | +21.6% | +1.4% | +20.2% | +19.5% |
| YTD | -25.3% | +4.8% | -30.1% | -27.9% |
| 1Y | -33.0% | +29.2% | -62.2% | -39.3% |
| 3Y | -2.3% | +403.7% | -406.0% | -43.4% |
| 5Y | -9.2% | +230.8% | -240.0% | -42.7% |
| 10Y | +202.2% | +369.2% | -167.0% | +45.3% |
| All | +35,323.7% | +8,023.3% | +27,300.4% | +7,547.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling