-5.3%
TSCO vs ALK
-28.6%
+23.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +6.8% | +12.9% | -6.1% | +4.1% |
| 30D | +11.3% | +5.5% | +5.7% | +9.8% |
| 3M | +9.1% | -12.1% | +21.2% | +11.4% |
| 6M | +24.2% | +1.7% | +22.5% | +22.3% |
| YTD | -23.5% | -17.4% | -6.1% | -22.3% |
| 1Y | -30.8% | -1.9% | -28.8% | -32.3% |
| 3Y | +0.1% | +21.2% | -21.2% | -11.1% |
| 5Y | -5.3% | -27.8% | +22.5% | -9.0% |
| All | -5.3% | -28.6% | +23.3% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling