+15,878.5%
TSCO vs ALB
+2,081.4%
+13,797.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.2% |
| 7D | +0.3% | -5.8% | +6.0% | +1.5% |
| 30D | +11.3% | -4.5% | +15.9% | +12.2% |
| 3M | +1.5% | -28.1% | +29.5% | +8.3% |
| 6M | +24.0% | -53.2% | +77.1% | +43.8% |
| YTD | -25.7% | -33.3% | +7.6% | -21.7% |
| 1Y | -33.6% | -17.4% | -16.1% | -33.5% |
| 3Y | -1.5% | -14.1% | +12.6% | -9.9% |
| 5Y | -9.6% | -64.0% | +54.4% | -3.7% |
| 10Y | +200.8% | +32.8% | +167.9% | +106.5% |
| All | +15,878.5% | +2,081.4% | +13,797.1% | +5,722.9% |
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