+1,008.9%
BE vs TSCO
+157.9%
+851.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.9% | +8.8% | +9.2% |
| 7D | +29.8% | +1.7% | +28.1% | +28.7% |
| 30D | +26.4% | +2.8% | +23.6% | +24.5% |
| 3M | +9.3% | +17.9% | -8.6% | -1.6% |
| 6M | +105.1% | -28.6% | +133.6% | +142.6% |
| YTD | +219.0% | -28.0% | +247.1% | +271.4% |
| 1Y | +418.8% | -39.9% | +458.6% | +571.9% |
| 3Y | +1,784.6% | -14.0% | +1,798.6% | +1,708.3% |
| 5Y | +1,251.0% | -2.9% | +1,253.9% | +1,063.9% |
| All | +1,008.9% | +157.9% | +851.0% | +373.1% |
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