+198.3%
TSCO vs ALK
-45.1%
+243.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.5% | +0.5% |
| 7D | +0.1% | +0.9% | -0.8% | -0.1% |
| 30D | +8.7% | +3.3% | +5.4% | +8.0% |
| 3M | +1.2% | -17.6% | +18.8% | +4.2% |
| 6M | +21.6% | +0.8% | +20.7% | +20.4% |
| YTD | -25.3% | -22.4% | -3.0% | -23.5% |
| 1Y | -33.0% | -10.1% | -22.9% | -33.1% |
| 3Y | -2.3% | +14.0% | -16.2% | -8.1% |
| 5Y | -9.2% | -29.8% | +20.7% | -9.8% |
| All | +198.3% | -45.1% | +243.4% | +210.1% |
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