+78.0%
V vs TSCO
-2.3%
+80.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +0.9% | +0.3% | +0.6% | +0.9% |
| 30D | +9.0% | +11.3% | -2.4% | +6.8% |
| 3M | +16.7% | +1.5% | +15.2% | +16.1% |
| 6M | +33.4% | +24.0% | +9.5% | +28.0% |
| YTD | +22.4% | -25.7% | +48.0% | +27.6% |
| 1Y | +27.7% | -33.6% | +61.2% | +36.3% |
| 3Y | +78.0% | -1.5% | +79.5% | +80.2% |
| All | +78.0% | -2.3% | +80.3% | +80.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling