-10.1%
BA vs TSCO
-41.8%
+31.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.6% | -1.4% |
| 7D | -1.2% | -2.5% | +1.3% | -0.7% |
| 30D | -11.3% | -1.1% | -10.2% | -11.2% |
| 3M | -3.8% | +14.3% | -18.0% | -6.4% |
| 6M | -8.3% | -31.9% | +23.6% | -1.9% |
| YTD | -4.9% | -30.7% | +25.8% | +2.0% |
| 1Y | -10.1% | -41.1% | +31.0% | -4.0% |
| All | -10.1% | -41.8% | +31.7% | -4.0% |
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