-19.7%
TSCO vs TRV
+146.6%
-166.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -2.1% |
| 7D | -5.7% | +1.9% | -7.6% | -6.2% |
| 30D | -8.8% | +1.7% | -10.5% | -9.2% |
| 3M | +6.3% | +23.9% | -17.6% | -0.1% |
| 6M | -32.3% | +26.3% | -58.5% | -36.7% |
| YTD | -32.7% | +30.8% | -63.5% | -37.8% |
| 1Y | -43.7% | +36.3% | -80.0% | -48.5% |
| 3Y | -19.7% | +145.0% | -164.7% | -36.1% |
| All | -19.7% | +146.6% | -166.3% | -36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling