+185.6%
TSCO vs ALK
-37.3%
+222.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -3.1% | -3.1% | 0.0% | -2.6% |
| 30D | -4.4% | -17.1% | +12.8% | -1.5% |
| 3M | +9.7% | -3.8% | +13.5% | +10.0% |
| 6M | -32.4% | -5.3% | -27.1% | -32.4% |
| YTD | -31.7% | -20.3% | -11.4% | -30.2% |
| 1Y | -41.3% | -36.0% | -5.3% | -38.1% |
| 3Y | -18.3% | +0.8% | -19.1% | -21.7% |
| 5Y | -10.3% | -28.5% | +18.2% | -11.2% |
| All | +185.6% | -37.3% | +222.9% | +191.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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