-10.4%
TSCO vs TRI
-10.0%
-0.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.9% |
| 7D | -5.7% | -7.9% | +2.2% | -3.8% |
| 30D | -8.8% | -4.5% | -4.3% | -8.0% |
| 3M | +6.3% | +22.1% | -15.8% | -0.2% |
| 6M | -32.3% | -2.8% | -29.5% | -32.7% |
| YTD | -32.7% | -23.4% | -9.3% | -27.2% |
| 1Y | -43.7% | -41.5% | -2.1% | -32.1% |
| 3Y | -19.7% | -19.2% | -0.5% | -21.4% |
| All | -10.4% | -10.0% | -0.4% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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