+661.1%
BX vs TSCO
+185.7%
+475.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +3.1% |
| 7D | -5.6% | -5.7% | 0.0% | -3.4% |
| 30D | -12.2% | -8.8% | -3.5% | -8.9% |
| 3M | +7.4% | +6.3% | +1.1% | +4.6% |
| 6M | +22.2% | -32.3% | +54.4% | +41.6% |
| YTD | -14.0% | -32.7% | +18.7% | -0.8% |
| 1Y | -27.3% | -43.7% | +16.4% | -9.7% |
| 3Y | +24.5% | -19.7% | +44.2% | +29.8% |
| 5Y | +18.9% | -11.6% | +30.5% | +18.2% |
| All | +661.1% | +185.7% | +475.3% | +422.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling