-33.2%
TSCO vs ABCL
+201.8%
-235.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | -0.3% |
| 7D | +0.1% | +4.4% | -4.3% | +0.1% |
| 30D | +8.7% | -7.9% | +16.5% | +8.7% |
| 3M | +1.2% | +12.2% | -11.0% | +0.6% |
| 6M | +21.6% | +134.7% | -113.2% | +18.6% |
| YTD | -25.3% | +239.8% | -265.1% | -29.2% |
| All | -33.2% | +201.8% | -235.0% | -36.2% |
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