+1,129.0%
ABBV vs TSCO
+356.0%
+773.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.5% | +1.7% |
| 7D | -4.1% | -2.5% | -1.7% | -3.6% |
| 30D | +1.2% | -1.1% | +2.3% | +1.4% |
| 3M | +12.1% | +14.3% | -2.2% | +8.2% |
| 6M | +12.0% | -31.9% | +43.9% | +22.2% |
| YTD | +12.4% | -30.7% | +43.1% | +21.6% |
| 1Y | +22.9% | -41.1% | +64.0% | +38.4% |
| 3Y | +86.8% | -17.1% | +103.9% | +89.8% |
| 5Y | +181.0% | -7.5% | +188.6% | +171.3% |
| 10Y | +497.0% | +192.6% | +304.4% | +294.0% |
| All | +1,129.0% | +356.0% | +773.0% | +698.6% |
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