+3,341.8%
V vs TSCO
+2,182.8%
+1,159.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +0.9% | +0.3% | +0.6% | +0.8% |
| 30D | +9.0% | +11.3% | -2.4% | +5.3% |
| 3M | +16.7% | +1.5% | +15.2% | +15.9% |
| 6M | +33.4% | +24.0% | +9.5% | +23.9% |
| YTD | +22.4% | -25.7% | +48.0% | +31.9% |
| 1Y | +27.7% | -33.6% | +61.2% | +42.5% |
| 3Y | +78.0% | -1.5% | +79.5% | +71.1% |
| 5Y | +108.5% | -9.6% | +118.1% | +101.6% |
| 10Y | +459.0% | +200.8% | +258.3% | +241.0% |
| All | +3,341.8% | +2,182.8% | +1,159.0% | +811.0% |
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 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