+51,830.1%
TSCO vs ALK
+906.8%
+50,923.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | +0.3% | -1.2% | +1.5% | +0.5% |
| 30D | +11.3% | +7.7% | +3.6% | +9.5% |
| 3M | +1.5% | -19.0% | +20.5% | +5.9% |
| 6M | +24.0% | -0.2% | +24.2% | +22.6% |
| YTD | -25.7% | -23.5% | -2.2% | -23.0% |
| 1Y | -33.6% | -9.1% | -24.4% | -33.8% |
| 3Y | -1.5% | +12.0% | -13.6% | -9.8% |
| 5Y | -9.6% | -30.9% | +21.3% | -9.9% |
| 10Y | +200.8% | -45.6% | +246.3% | +185.3% |
| All | +51,830.1% | +906.8% | +50,923.2% | +21,502.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling