-16.6%
BX vs TSCO
-40.6%
+24.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.4% |
| 7D | -4.4% | +0.8% | -5.2% | -4.5% |
| 30D | +0.1% | +5.5% | -5.4% | -1.0% |
| 3M | +16.0% | +20.0% | -3.9% | +11.8% |
| 6M | +21.6% | -29.8% | +51.4% | +24.9% |
| YTD | -8.9% | -28.7% | +19.8% | -7.8% |
| 1Y | -16.6% | -40.9% | +24.3% | -8.7% |
| All | -16.6% | -40.6% | +24.0% | -8.7% |
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