-68.9%
U vs TSCO
-9.4%
-59.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.2% |
| 7D | 0.0% | -3.1% | +3.1% | +2.0% |
| 30D | -4.1% | -4.4% | +0.3% | -1.5% |
| 3M | +57.8% | +9.7% | +48.1% | +47.9% |
| 6M | +103.5% | -32.4% | +135.9% | +161.1% |
| YTD | -4.8% | -31.7% | +26.9% | +18.5% |
| 1Y | -2.4% | -41.3% | +38.9% | +36.5% |
| 3Y | +11.7% | -18.3% | +30.0% | +5.5% |
| 5Y | -68.9% | -10.3% | -58.6% | -74.0% |
| All | -68.9% | -9.4% | -59.5% | -74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling