-29.9%
BABA vs TSCO
-2.4%
-27.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | -0.2% | +1.7% | -1.8% | -0.5% |
| 30D | -12.3% | +2.8% | -15.1% | -12.8% |
| 3M | -5.3% | +17.9% | -23.2% | -8.6% |
| 6M | -13.1% | -28.6% | +15.5% | -6.4% |
| YTD | -22.4% | -28.0% | +5.6% | -16.9% |
| 1Y | -19.5% | -39.9% | +20.4% | -10.2% |
| 3Y | +32.9% | -14.0% | +46.9% | +32.3% |
| 5Y | -29.9% | -2.9% | -27.0% | -33.6% |
| All | -29.9% | -2.4% | -27.5% | -33.6% |
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