+1,122.0%
BAC vs TSCO
+49,750.0%
-48,628.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | +1.1% | +0.8% | +0.3% | +1.0% |
| 30D | -0.4% | +5.5% | -5.8% | -1.0% |
| 3M | +16.9% | +20.0% | -3.1% | +14.3% |
| 6M | +26.6% | -29.8% | +56.4% | +31.5% |
| YTD | +15.8% | -28.7% | +44.5% | +19.9% |
| 1Y | +27.2% | -40.9% | +68.1% | +34.5% |
| 3Y | +132.4% | -15.9% | +148.3% | +134.8% |
| 5Y | +72.6% | -3.5% | +76.0% | +70.7% |
| 10Y | +389.7% | +142.2% | +247.5% | +332.7% |
| All | +1,122.0% | +49,750.0% | -48,628.0% | +743.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling