+33,737.7%
TSCO vs TPR
+7,380.8%
+26,356.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +0.8% | -2.3% | +3.1% | +1.4% |
| 30D | +5.5% | -23.0% | +28.4% | +12.9% |
| 3M | +20.0% | -12.5% | +32.4% | +23.4% |
| 6M | -29.8% | -21.4% | -8.4% | -25.9% |
| YTD | -28.7% | -3.5% | -25.1% | -29.3% |
| 1Y | -40.9% | +17.4% | -58.3% | -45.1% |
| 3Y | -15.9% | +291.3% | -307.2% | -47.6% |
| 5Y | -3.5% | +241.9% | -245.4% | -40.0% |
| 10Y | +142.2% | +322.7% | -180.5% | +20.4% |
| All | +33,737.7% | +7,380.8% | +26,356.9% | +7,391.6% |
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