+104.4%
TSCO vs ALC
+30.4%
+74.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | -1.5% |
| 7D | +0.3% | -1.1% | +1.4% | +0.6% |
| 30D | +11.3% | +16.0% | -4.7% | +6.5% |
| 3M | +1.5% | +0.8% | +0.7% | +1.1% |
| 6M | +24.0% | +16.8% | +7.1% | +17.9% |
| YTD | -25.7% | -5.5% | -20.2% | -25.0% |
| 1Y | -33.6% | -5.3% | -28.3% | -33.0% |
| 3Y | -1.5% | +4.1% | -5.6% | -5.3% |
| 5Y | -9.6% | -7.1% | -2.6% | -11.4% |
| All | +104.4% | +30.4% | +74.0% | +84.2% |
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 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