+112.2%
TSCO vs TRU
+228.8%
-116.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.8% |
| 7D | -5.7% | -2.7% | -2.9% | -5.0% |
| 30D | -8.8% | -2.0% | -6.7% | -8.4% |
| 3M | +6.3% | +18.4% | -12.1% | +1.3% |
| 6M | -32.3% | +8.9% | -41.1% | -34.3% |
| YTD | -32.7% | -8.9% | -23.8% | -32.2% |
| 1Y | -43.7% | -15.9% | -27.8% | -42.3% |
| 3Y | -19.7% | -1.1% | -18.6% | -24.6% |
| 5Y | -11.6% | -35.2% | +23.6% | -8.5% |
| 10Y | +184.1% | +145.3% | +38.8% | +117.8% |
| All | +112.2% | +228.8% | -116.5% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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