+391.9%
BAC vs TSCO
+190.2%
+201.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.3% |
| 7D | -0.3% | -3.1% | +2.9% | +0.7% |
| 30D | -1.8% | -4.4% | +2.6% | -0.5% |
| 3M | +15.3% | +9.7% | +5.6% | +11.6% |
| 6M | +30.2% | -32.4% | +62.6% | +45.9% |
| YTD | +15.6% | -31.7% | +47.2% | +28.3% |
| 1Y | +27.5% | -41.3% | +68.7% | +48.6% |
| 3Y | +137.0% | -18.3% | +155.3% | +141.4% |
| 5Y | +75.6% | -10.3% | +85.8% | +68.5% |
| All | +391.9% | +190.2% | +201.7% | +188.0% |
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