+91.3%
ABBV vs TSCO
-19.8%
+111.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.4% | +1.1% |
| 7D | +0.3% | -5.7% | +5.9% | +1.2% |
| 30D | +3.4% | -8.8% | +12.1% | +4.8% |
| 3M | +15.2% | +6.3% | +8.9% | +13.8% |
| 6M | +14.7% | -32.3% | +46.9% | +22.7% |
| YTD | +15.2% | -32.7% | +47.9% | +22.9% |
| 1Y | +20.4% | -43.7% | +64.1% | +33.1% |
| 3Y | +91.3% | -19.7% | +111.0% | +98.4% |
| All | +91.3% | -19.8% | +111.2% | +98.4% |
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