+185.6%
TSCO vs ALB
+84.6%
+101.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -1.0% |
| 7D | -3.1% | -7.6% | +4.5% | -2.1% |
| 30D | -4.4% | -5.6% | +1.2% | -3.7% |
| 3M | +9.7% | -16.8% | +26.5% | +12.1% |
| 6M | -32.4% | -26.3% | -6.1% | -30.4% |
| YTD | -31.7% | -13.2% | -18.4% | -31.7% |
| 1Y | -41.3% | +68.8% | -110.1% | -47.6% |
| 3Y | -18.3% | -30.7% | +12.4% | -19.9% |
| 5Y | -10.3% | -46.3% | +36.0% | -11.3% |
| All | +185.6% | +84.6% | +101.0% | +115.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling