+1,003.0%
BE vs TSCO
+141.3%
+861.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.5% | +8.2% | +7.5% |
| 7D | +9.0% | -5.7% | +14.7% | +12.5% |
| 30D | +16.3% | -8.8% | +25.0% | +21.8% |
| 3M | +10.8% | +6.3% | +4.5% | +5.6% |
| 6M | +73.2% | -32.3% | +105.5% | +110.4% |
| YTD | +217.4% | -32.7% | +250.1% | +282.6% |
| 1Y | +309.8% | -43.7% | +353.5% | +449.6% |
| 3Y | +1,726.2% | -19.7% | +1,745.8% | +1,716.4% |
| 5Y | +1,306.2% | -11.6% | +1,317.8% | +1,179.1% |
| All | +1,003.0% | +141.3% | +861.7% | +387.3% |
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