-40.9%
TSCO vs TW
-15.9%
-25.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.1% |
| 7D | +0.8% | -2.3% | +3.1% | +0.9% |
| 30D | +5.5% | +3.9% | +1.5% | +5.2% |
| 3M | +20.0% | +5.7% | +14.3% | +19.5% |
| 6M | -29.8% | -14.5% | -15.3% | -29.8% |
| YTD | -28.7% | -0.9% | -27.8% | -28.8% |
| 1Y | -40.9% | -13.5% | -27.4% | -40.5% |
| All | -40.9% | -15.9% | -25.0% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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