+90.5%
TSCO vs TW
+209.8%
-119.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.3% |
| 7D | -3.1% | -2.7% | -0.4% | -2.5% |
| 30D | -4.4% | -1.7% | -2.6% | -4.0% |
| 3M | +9.7% | +1.6% | +8.1% | +8.8% |
| 6M | -32.4% | -17.7% | -14.7% | -29.4% |
| YTD | -31.7% | -4.3% | -27.3% | -31.7% |
| 1Y | -41.3% | -13.1% | -28.2% | -39.8% |
| 3Y | -18.3% | +20.3% | -38.6% | -25.7% |
| 5Y | -10.3% | +22.0% | -32.2% | -20.4% |
| All | +90.5% | +209.8% | -119.3% | +36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling