-29.4%
TSCO vs ABCL
+138.2%
-167.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +4.2% |
| 7D | +15.7% | -10.0% | +25.7% | +15.7% |
| 30D | +16.4% | -10.9% | +27.3% | +16.5% |
| 3M | +11.2% | +101.6% | -90.4% | +9.8% |
| 6M | +14.9% | +167.5% | -152.6% | +13.6% |
| YTD | -25.4% | +259.1% | -284.5% | -27.0% |
| 1Y | -29.4% | +152.2% | -181.5% | -30.5% |
| All | -29.4% | +138.2% | -167.6% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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