-2.9%
TSCO vs ABCL
-39.9%
+37.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +1.7% | +1.4% | +0.3% | +1.6% |
| 30D | +2.8% | +65.1% | -62.3% | -2.1% |
| 3M | +17.9% | +111.1% | -93.2% | +9.3% |
| 6M | -28.6% | +231.6% | -260.2% | -37.0% |
| YTD | -28.0% | +234.5% | -262.6% | -37.1% |
| 1Y | -39.9% | +174.3% | -214.2% | -46.9% |
| 3Y | -14.0% | +111.5% | -125.5% | -24.8% |
| 5Y | -2.9% | -37.3% | +34.4% | -9.3% |
| All | -2.9% | -39.9% | +37.0% | -9.3% |
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