-15.4%
TSCO vs ABCL
+109.3%
-124.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.2% |
| 7D | +0.8% | +0.7% | +0.1% | +0.7% |
| 30D | +5.5% | +93.1% | -87.6% | +0.6% |
| 3M | +20.0% | +79.4% | -59.5% | +14.5% |
| 6M | -29.8% | +214.9% | -244.7% | -36.0% |
| YTD | -28.7% | +234.2% | -262.9% | -35.7% |
| 1Y | -40.9% | +174.8% | -215.7% | -46.3% |
| All | -15.4% | +109.3% | -124.7% | -26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling