-0.3%
BA vs TSCO
-2.4%
+2.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | +2.5% | +1.7% | +0.8% | +2.0% |
| 30D | -10.1% | +2.8% | -12.9% | -10.9% |
| 3M | -2.4% | +17.9% | -20.3% | -7.1% |
| 6M | -8.8% | -28.6% | +19.8% | -0.3% |
| YTD | -2.9% | -28.0% | +25.1% | +5.6% |
| 1Y | -8.8% | -39.9% | +31.1% | +4.4% |
| 3Y | -0.3% | -14.0% | +13.7% | -1.2% |
| 5Y | -0.3% | -2.9% | +2.6% | -7.1% |
| All | -0.3% | -2.4% | +2.1% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling