+400.4%
ALAB vs TSCO
-28.6%
+429.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.1% | +8.6% | +9.7% |
| 7D | +7.2% | +0.8% | +6.5% | +7.2% |
| 30D | -2.5% | +5.5% | -8.0% | -2.8% |
| 3M | -13.3% | +20.0% | -33.3% | -14.4% |
| 6M | +172.8% | -29.8% | +202.6% | +195.2% |
| YTD | +86.6% | -28.7% | +115.2% | +99.9% |
| 1Y | +65.2% | -40.9% | +106.1% | +88.3% |
| All | +400.4% | -28.6% | +429.0% | +414.1% |
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