-17.3%
TSCO vs TT
+120.7%
-137.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.2% | -3.6% |
| 7D | -2.5% | +1.4% | -3.9% | -2.7% |
| 30D | -1.1% | -6.7% | +5.5% | +0.3% |
| 3M | +14.3% | -5.4% | +19.7% | +15.2% |
| 6M | -31.9% | +4.4% | -36.3% | -33.1% |
| YTD | -30.7% | +14.9% | -45.6% | -33.7% |
| 1Y | -41.1% | +9.3% | -50.3% | -43.0% |
| All | -17.3% | +120.7% | -137.9% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling