+25.0%
ALAB vs TSCO
-42.3%
+67.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +1.9% |
| 7D | -6.2% | -5.7% | -0.5% | -7.8% |
| 30D | -8.7% | -8.8% | +0.1% | -11.0% |
| 3M | -20.7% | +6.3% | -27.1% | -18.8% |
| 6M | +133.5% | -32.3% | +165.8% | +123.0% |
| YTD | +75.1% | -32.7% | +107.8% | +69.1% |
| 1Y | +25.0% | -43.7% | +68.7% | +30.5% |
| All | +25.0% | -42.3% | +67.3% | +30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling