-40.9%
TSCO vs TRV
+34.7%
-75.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.5% | +1.5% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | +5.5% | -3.4% | +8.9% | +6.5% |
| 3M | +20.0% | +26.4% | -6.4% | +10.1% |
| 6M | -29.8% | +19.3% | -49.1% | -34.2% |
| YTD | -28.7% | +28.3% | -57.0% | -34.5% |
| 1Y | -40.9% | +34.3% | -75.2% | -47.0% |
| All | -40.9% | +34.7% | -75.6% | -47.0% |
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