-40.9%
TSCO vs ALB
+60.9%
-101.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.4% | +5.6% | +1.2% |
| 7D | +0.8% | -8.1% | +8.8% | +0.9% |
| 30D | +5.5% | +6.3% | -0.8% | +5.3% |
| 3M | +20.0% | -23.6% | +43.5% | +20.6% |
| 6M | -29.8% | -24.6% | -5.2% | -29.9% |
| YTD | -28.7% | -10.3% | -18.4% | -29.6% |
| 1Y | -40.9% | +61.5% | -102.4% | -44.1% |
| All | -40.9% | +60.9% | -101.8% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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