-25.4%
BABA vs TSCO
+22.1%
-47.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.9% | -1.4% |
| 7D | -3.6% | +0.4% | -4.0% | -3.5% |
| 30D | -8.4% | +9.8% | -18.2% | -7.0% |
| 3M | -20.6% | +4.8% | -25.4% | -20.3% |
| 6M | -25.4% | +23.3% | -48.7% | -20.4% |
| All | -25.4% | +22.1% | -47.5% | -20.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling