-31.9%
TSCO vs WY
-4.2%
-27.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.2% | -3.5% |
| 7D | -2.5% | -1.7% | -0.8% | -1.8% |
| 30D | -1.1% | -9.9% | +8.7% | +2.9% |
| 3M | +14.3% | -7.5% | +21.8% | +17.1% |
| 6M | -31.9% | -5.1% | -26.7% | -30.6% |
| All | -31.9% | -4.2% | -27.6% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 6mo: compounded portfolio wealth divided by compounded WY 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…
6mo analysis · Full analysis span regression · 6 months rolling