-40.9%
TSCO vs ALC
-10.2%
-30.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.7% |
| 7D | +0.8% | -2.1% | +2.9% | +1.3% |
| 30D | +5.5% | -0.1% | +5.6% | +5.4% |
| 3M | +20.0% | +5.9% | +14.1% | +17.8% |
| 6M | -29.8% | -15.9% | -13.9% | -27.7% |
| YTD | -28.7% | -10.1% | -18.6% | -27.7% |
| 1Y | -40.9% | -10.2% | -30.7% | -40.2% |
| All | -40.9% | -10.2% | -30.8% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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