-1.8%
BA vs TSCO
-14.7%
+12.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | +1.2% | +0.8% | +0.4% | +1.0% |
| 30D | -11.6% | +5.5% | -17.1% | -12.6% |
| 3M | -2.4% | +20.0% | -22.3% | -6.1% |
| 6M | -6.6% | -29.8% | +23.2% | -0.2% |
| YTD | -2.2% | -28.7% | +26.4% | +4.0% |
| 1Y | -8.0% | -40.9% | +32.9% | +1.5% |
| All | -1.8% | -14.7% | +12.9% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling