-10.4%
TSCO vs TW
+19.5%
-29.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | -5.7% | -4.5% | -1.2% | -4.7% |
| 30D | -8.8% | -2.3% | -6.5% | -8.4% |
| 3M | +6.3% | +2.6% | +3.7% | +5.3% |
| 6M | -32.3% | -17.5% | -14.7% | -29.5% |
| 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% | -27.8% |
| All | -10.4% | +19.5% | -29.9% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling