+69.7%
V vs TSCO
-8.1%
+77.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.3% | +0.5% |
| 7D | -2.9% | -2.5% | -0.4% | -2.4% |
| 30D | +1.9% | -1.1% | +3.0% | +2.1% |
| 3M | +13.2% | +14.3% | -1.0% | +9.7% |
| 6M | +16.7% | -31.9% | +48.6% | +26.8% |
| YTD | +5.4% | -30.7% | +36.1% | +13.4% |
| 1Y | +7.7% | -41.1% | +48.7% | +20.6% |
| 3Y | +52.0% | -17.1% | +69.1% | +52.7% |
| All | +69.7% | -8.1% | +77.7% | +63.5% |
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