+22.6%
BAC vs TSCO
-10.1%
+32.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +3.2% | +0.3% | +3.0% | +3.2% |
| 30D | -0.7% | +11.3% | -12.1% | -3.3% |
| 3M | -20.0% | +1.5% | -21.5% | -20.5% |
| 6M | +3.4% | +24.0% | -20.5% | -2.6% |
| YTD | -5.7% | -25.7% | +19.9% | +0.5% |
| 1Y | -1.4% | -33.6% | +32.1% | +8.5% |
| 3Y | +97.9% | -1.5% | +99.4% | +89.2% |
| All | +22.6% | -10.1% | +32.7% | +17.5% |
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