+25.9%
BAC vs TSCO
-41.4%
+67.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | 0.0% |
| 7D | -0.3% | -3.1% | +2.9% | +0.1% |
| 30D | -1.8% | -4.4% | +2.6% | -1.3% |
| 3M | +15.3% | +9.7% | +5.6% | +14.1% |
| 6M | +30.2% | -32.4% | +62.6% | +35.2% |
| YTD | +15.6% | -31.7% | +47.2% | +18.0% |
| All | +25.9% | -41.4% | +67.3% | +34.7% |
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