+88.0%
TSCO vs ALC
+17.1%
+70.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.6% |
| 7D | -3.1% | -7.7% | +4.6% | -0.8% |
| 30D | -4.4% | -11.7% | +7.3% | -0.8% |
| 3M | +9.7% | +0.7% | +9.0% | +9.3% |
| 6M | -32.4% | -17.1% | -15.3% | -28.8% |
| YTD | -31.7% | -15.1% | -16.5% | -28.8% |
| 1Y | -41.3% | -14.1% | -27.2% | -39.1% |
| 3Y | -18.3% | -18.2% | -0.2% | -15.5% |
| 5Y | -10.3% | -19.2% | +8.9% | -8.4% |
| All | +88.0% | +17.1% | +70.9% | +75.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling