+369.5%
ALAB vs TSCO
-32.7%
+402.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.4% |
| 7D | -6.2% | -5.7% | -0.5% | -5.9% |
| 30D | -8.7% | -8.8% | +0.1% | -8.3% |
| 3M | -20.7% | +6.3% | -27.1% | -21.1% |
| 6M | +133.5% | -32.3% | +165.8% | +151.8% |
| YTD | +75.1% | -32.7% | +107.8% | +88.0% |
| 1Y | +25.0% | -43.7% | +68.7% | +42.5% |
| All | +369.5% | -32.7% | +402.1% | +383.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling