-37.5%
U vs TSCO
+41.4%
-78.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.8% | +2.1% |
| 7D | +4.5% | +1.7% | +2.8% | +3.4% |
| 30D | -0.6% | +2.8% | -3.4% | -2.4% |
| 3M | +48.4% | +17.9% | +30.5% | +33.9% |
| 6M | +115.4% | -28.6% | +143.9% | +161.4% |
| YTD | -3.2% | -28.0% | +24.8% | +14.6% |
| 1Y | -6.0% | -39.9% | +33.8% | +25.9% |
| 3Y | +13.5% | -14.0% | +27.5% | +8.7% |
| 5Y | -68.0% | -2.9% | -65.1% | -71.1% |
| All | -37.5% | +41.4% | -78.9% | -57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling