+15,238.5%
TSCO vs ALB
+2,835.3%
+12,403.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.4% | +5.6% | +2.1% |
| 7D | +0.8% | -8.1% | +8.8% | +2.5% |
| 30D | +5.5% | +6.3% | -0.8% | +3.9% |
| 3M | +20.0% | -23.6% | +43.5% | +26.0% |
| 6M | -29.8% | -24.6% | -5.2% | -26.9% |
| YTD | -28.7% | -10.3% | -18.4% | -29.2% |
| 1Y | -40.9% | +61.5% | -102.4% | -49.4% |
| 3Y | -15.9% | -34.0% | +18.0% | -17.7% |
| 5Y | -3.5% | -44.6% | +41.1% | -6.6% |
| 10Y | +142.2% | +76.1% | +66.1% | +57.1% |
| All | +15,238.5% | +2,835.3% | +12,403.2% | +5,165.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling