+1,264.4%
BE vs TSCO
-11.8%
+1,276.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.5% | +8.2% | +7.3% |
| 7D | +9.0% | -5.7% | +14.7% | +11.8% |
| 30D | +16.3% | -8.8% | +25.0% | +20.7% |
| 3M | +10.8% | +6.3% | +4.5% | +6.8% |
| 6M | +73.2% | -32.3% | +105.5% | +108.1% |
| YTD | +217.4% | -32.7% | +250.1% | +278.1% |
| 1Y | +309.8% | -43.7% | +353.5% | +441.3% |
| 3Y | +1,726.2% | -19.7% | +1,745.8% | +1,632.2% |
| All | +1,264.4% | -11.8% | +1,276.3% | +984.5% |
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