-21.9%
BA vs TSCO
-7.4%
-14.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -1.4% |
| 7D | -1.7% | +5.9% | -7.6% | -3.3% |
| 30D | -9.5% | +11.0% | -20.4% | -12.1% |
| 3M | -26.5% | +9.0% | -35.4% | -28.4% |
| 6M | -27.4% | +23.9% | -51.2% | -32.1% |
| YTD | -20.6% | -23.7% | +3.1% | -15.1% |
| 1Y | -11.4% | -29.4% | +18.0% | -3.1% |
| 3Y | -10.8% | +1.6% | -12.4% | -17.0% |
| 5Y | -21.9% | -7.1% | -14.8% | -29.1% |
| All | -21.9% | -7.4% | -14.5% | -29.1% |
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