-13.6%
BKNG vs TSCO
-28.6%
+15.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +4.2% | +5.6% | +8.5% |
| 7D | +15.6% | +15.7% | -0.2% | +10.9% |
| 30D | +8.0% | +16.4% | -8.4% | +3.5% |
| 3M | -11.8% | +11.2% | -23.0% | -14.3% |
| 6M | +3.8% | +14.9% | -11.2% | -0.3% |
| YTD | -19.6% | -25.4% | +5.8% | -18.3% |
| 1Y | -13.6% | -29.4% | +15.8% | -11.2% |
| All | -13.6% | -28.6% | +15.0% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling