-14.0%
TSCO vs ALK
+1.7%
-15.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +3.9% | +1.4% |
| 7D | +1.7% | +0.1% | +1.5% | +1.6% |
| 30D | +2.8% | -18.5% | +21.3% | +6.7% |
| 3M | +17.9% | -3.6% | +21.4% | +18.0% |
| 6M | -28.6% | -3.7% | -24.9% | -28.8% |
| YTD | -28.0% | -19.0% | -9.0% | -26.6% |
| 1Y | -39.9% | -36.0% | -3.8% | -36.1% |
| 3Y | -14.0% | +2.3% | -16.3% | -23.5% |
| All | -14.0% | +1.7% | -15.7% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling