+3,433.9%
ABT vs TSCO
+46,929.1%
-43,495.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.2% | -1.3% |
| 7D | -5.9% | -5.7% | -0.2% | -5.6% |
| 30D | -8.1% | -8.8% | +0.7% | -7.6% |
| 3M | +14.5% | +6.3% | +8.2% | +14.1% |
| 6M | -6.3% | -32.3% | +26.0% | -4.3% |
| YTD | -17.1% | -32.7% | +15.6% | -15.3% |
| 1Y | -21.4% | -43.7% | +22.3% | -18.9% |
| 3Y | +5.9% | -19.7% | +25.6% | +6.8% |
| 5Y | -12.8% | -11.6% | -1.1% | -12.7% |
| 10Y | +200.1% | +184.1% | +16.0% | +182.5% |
| All | +3,433.9% | +46,929.1% | -43,495.3% | +2,898.0% |
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