+1,456.2%
BMY vs TSCO
+48,339.6%
-46,883.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.2% | -0.2% |
| 7D | -4.8% | -2.5% | -2.3% | -4.7% |
| 30D | -0.7% | -1.1% | +0.4% | -0.6% |
| 3M | +15.3% | +14.3% | +1.1% | +14.3% |
| 6M | +8.5% | -31.9% | +40.4% | +10.9% |
| YTD | +23.4% | -30.7% | +54.1% | +25.9% |
| 1Y | +42.9% | -41.1% | +84.0% | +47.2% |
| 3Y | +22.0% | -17.1% | +39.1% | +22.8% |
| 5Y | +24.3% | -7.5% | +31.9% | +23.9% |
| 10Y | +64.6% | +192.6% | -128.0% | +52.9% |
| All | +1,456.2% | +48,339.6% | -46,883.4% | +1,145.8% |
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 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