-1.5%
BAC vs TSCO
-28.6%
+27.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.2% | -0.2% | +3.6% |
| 7D | +1.5% | +15.7% | -14.2% | +0.3% |
| 30D | -4.4% | +16.4% | -20.8% | -5.6% |
| 3M | -17.5% | +11.2% | -28.7% | -18.3% |
| 6M | -0.1% | +14.9% | -15.0% | -1.3% |
| YTD | -4.6% | -25.4% | +20.8% | -4.7% |
| 1Y | -1.5% | -29.4% | +27.9% | -0.9% |
| All | -1.5% | -28.6% | +27.1% | -0.9% |
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 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