+23.3%
BA vs TSCO
+198.9%
-175.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -1.1% | +0.3% | -1.4% | -1.2% |
| 30D | -7.1% | +11.3% | -18.5% | -10.5% |
| 3M | -25.5% | +1.5% | -27.0% | -26.2% |
| 6M | -28.7% | +24.0% | -52.7% | -34.2% |
| YTD | -21.0% | -25.7% | +4.7% | -14.1% |
| 1Y | -11.9% | -33.6% | +21.7% | -0.6% |
| 3Y | -16.2% | -1.5% | -14.6% | -20.4% |
| 5Y | -22.4% | -9.6% | -12.8% | -25.7% |
| All | +23.3% | +198.9% | -175.5% | -26.3% |
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