+1,397.6%
BA vs TSCO
+49,750.0%
-48,352.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.7% |
| 7D | +1.2% | +0.8% | +0.4% | +1.1% |
| 30D | -11.6% | +5.5% | -17.1% | -12.1% |
| 3M | -2.4% | +20.0% | -22.3% | -4.1% |
| 6M | -6.6% | -29.8% | +23.2% | -3.8% |
| YTD | -2.2% | -28.7% | +26.4% | +0.5% |
| 1Y | -8.0% | -40.9% | +32.9% | -3.8% |
| 3Y | -5.0% | -15.9% | +10.9% | -4.2% |
| 5Y | -2.7% | -3.5% | +0.8% | -3.3% |
| 10Y | +75.9% | +142.2% | -66.3% | +61.0% |
| All | +1,397.6% | +49,750.0% | -48,352.4% | +1,040.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling