+185.6%
TSCO vs TT
+954.8%
-769.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | -3.1% | -1.0% | -2.2% | -2.8% |
| 30D | -4.4% | -8.9% | +4.5% | -1.4% |
| 3M | +9.7% | -1.8% | +11.5% | +10.0% |
| 6M | -32.4% | +1.9% | -34.3% | -33.6% |
| YTD | -31.7% | +13.8% | -45.5% | -35.7% |
| 1Y | -41.3% | +6.1% | -47.4% | -43.6% |
| 3Y | -18.3% | +119.6% | -137.9% | -41.6% |
| 5Y | -10.3% | +145.9% | -156.1% | -40.0% |
| All | +185.6% | +954.8% | -769.2% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling