-35.7%
U vs TSCO
+32.3%
-68.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.5% | +6.0% | +5.4% |
| 7D | +5.5% | -5.7% | +11.2% | +9.2% |
| 30D | -1.3% | -8.8% | +7.5% | +4.1% |
| 3M | +64.6% | +6.3% | +58.3% | +58.0% |
| 6M | +119.4% | -32.3% | +151.6% | +174.1% |
| YTD | -0.5% | -32.7% | +32.2% | +22.5% |
| 1Y | +1.3% | -43.7% | +45.0% | +41.0% |
| 3Y | +15.6% | -19.7% | +35.3% | +15.3% |
| 5Y | -67.5% | -11.6% | -55.8% | -69.2% |
| All | -35.7% | +32.3% | -68.0% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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