-11.0%
BA vs TSCO
-29.2%
+18.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | 0.0% | +6.8% | -6.8% | -1.2% |
| 30D | -8.9% | +11.3% | -20.2% | -10.9% |
| 3M | -25.5% | +9.1% | -34.6% | -26.9% |
| 6M | -27.0% | +24.2% | -51.1% | -30.4% |
| YTD | -20.1% | -23.5% | +3.4% | -14.4% |
| 1Y | -11.0% | -30.8% | +19.8% | -3.3% |
| All | -11.0% | -29.2% | +18.2% | -3.3% |
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 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