+171.6%
BKR vs TSCO
-11.8%
+183.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | -7.0% | -5.7% | -1.3% | -5.9% |
| 30D | -8.1% | -8.8% | +0.6% | -6.4% |
| 3M | -6.6% | +6.3% | -12.9% | -8.0% |
| 6M | +0.9% | -32.3% | +33.1% | +9.8% |
| YTD | +31.1% | -32.7% | +63.8% | +42.8% |
| 1Y | +27.7% | -43.7% | +71.4% | +45.2% |
| 3Y | +71.2% | -19.7% | +90.9% | +76.9% |
| All | +171.6% | -11.8% | +183.4% | +177.8% |
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