+87.6%
TSCO vs TW
+206.7%
-119.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | -5.7% | -4.5% | -1.2% | -4.6% |
| 30D | -8.8% | -2.3% | -6.5% | -8.3% |
| 3M | +6.3% | +2.6% | +3.7% | +5.2% |
| 6M | -32.3% | -17.5% | -14.7% | -29.3% |
| YTD | -32.7% | -5.3% | -27.4% | -32.6% |
| 1Y | -43.7% | -14.8% | -28.9% | -42.0% |
| 3Y | -19.7% | +18.8% | -38.5% | -26.7% |
| 5Y | -11.6% | +20.7% | -32.3% | -21.4% |
| All | +87.6% | +206.7% | -119.1% | +34.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling