-5.3%
TSCO vs ABCL
-8.0%
+2.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +6.8% | +2.3% | +4.5% | +6.6% |
| 30D | +11.3% | -0.7% | +12.0% | +11.0% |
| 3M | +9.1% | +33.4% | -24.3% | +5.6% |
| 6M | +24.2% | +137.8% | -113.6% | +12.8% |
| YTD | -23.5% | +264.3% | -287.9% | -34.1% |
| 1Y | -30.8% | +209.2% | -239.9% | -39.4% |
| 3Y | +0.1% | +208.4% | -208.4% | -16.6% |
| 5Y | -5.3% | -11.9% | +6.6% | -15.2% |
| All | -5.3% | -8.0% | +2.6% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling