+2,874.5%
V vs TSCO
+2,110.1%
+764.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.0% |
| 7D | -1.1% | +1.7% | -2.8% | -1.6% |
| 30D | +1.9% | +2.8% | -0.9% | +0.9% |
| 3M | +15.5% | +17.9% | -2.4% | +9.4% |
| 6M | +16.6% | -28.6% | +45.2% | +28.3% |
| YTD | +5.7% | -28.0% | +33.8% | +15.4% |
| 1Y | +8.6% | -39.9% | +48.4% | +25.2% |
| 3Y | +52.5% | -14.0% | +66.5% | +53.5% |
| 5Y | +67.1% | -2.9% | +70.0% | +57.7% |
| 10Y | +376.8% | +199.5% | +177.3% | +191.2% |
| All | +2,874.5% | +2,110.1% | +764.4% | +697.3% |
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