-29.4%
TSCO vs TRV
+54.4%
-83.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.7% | +3.0% |
| 7D | +15.7% | +3.9% | +11.9% | +14.2% |
| 30D | +16.4% | +13.5% | +3.0% | +12.2% |
| 3M | +11.2% | +8.9% | +2.3% | +8.3% |
| 6M | +14.9% | +36.8% | -21.8% | +3.1% |
| YTD | -25.4% | +42.7% | -68.1% | -33.4% |
| 1Y | -29.4% | +49.9% | -79.2% | -39.3% |
| All | -29.4% | +54.4% | -83.8% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 1y: compounded portfolio wealth divided by compounded TRV 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…
1y analysis · Full analysis span regression · 6 months rolling