-36.3%
BABA vs TSCO
-32.1%
-4.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.9% | -1.1% |
| 7D | -3.6% | +0.4% | -4.0% | -3.6% |
| 30D | -8.4% | +9.8% | -18.2% | -8.3% |
| 3M | -20.6% | +4.8% | -25.4% | -20.6% |
| 6M | -25.4% | +23.3% | -48.7% | -25.6% |
| YTD | -30.1% | -25.1% | -5.0% | -25.9% |
| 1Y | -36.3% | -32.7% | -3.5% | -34.8% |
| All | -36.3% | -32.1% | -4.2% | -34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling