+16.0%
BABA vs TSCO
+214.1%
-198.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.9% | -0.7% |
| 7D | -3.6% | +0.4% | -4.0% | -3.7% |
| 30D | -8.4% | +9.8% | -18.2% | -10.3% |
| 3M | -20.6% | +4.8% | -25.4% | -21.6% |
| 6M | -25.4% | +23.3% | -48.7% | -29.3% |
| YTD | -30.1% | -25.1% | -5.0% | -26.0% |
| 1Y | -36.3% | -32.7% | -3.5% | -30.9% |
| 3Y | +30.4% | -2.0% | +32.3% | +26.6% |
| 5Y | -35.7% | -7.8% | -27.9% | -37.9% |
| 10Y | +16.0% | +203.2% | -187.1% | -17.9% |
| All | +16.0% | +214.1% | -198.0% | -17.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling