-1.5%
TSCO vs ALB
-14.4%
+12.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | +0.3% | -5.8% | +6.0% | +0.8% |
| 30D | +11.3% | -4.5% | +15.9% | +11.7% |
| 3M | +1.5% | -28.1% | +29.5% | +4.4% |
| 6M | +24.0% | -53.2% | +77.1% | +32.4% |
| YTD | -25.7% | -33.3% | +7.6% | -24.3% |
| 1Y | -33.6% | -17.4% | -16.1% | -34.2% |
| 3Y | -1.5% | -14.1% | +12.6% | -9.5% |
| All | -1.5% | -14.4% | +12.9% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling