+49,750.0%
TSCO vs ALK
+1,000.0%
+48,750.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.8% |
| 7D | +0.8% | -0.7% | +1.4% | +0.9% |
| 30D | +5.5% | -19.2% | +24.7% | +10.2% |
| 3M | +20.0% | -1.5% | +21.5% | +19.5% |
| 6M | -29.8% | -13.1% | -16.7% | -28.7% |
| YTD | -28.7% | -16.4% | -12.2% | -27.3% |
| 1Y | -40.9% | -33.1% | -7.8% | -37.1% |
| 3Y | -15.9% | +0.6% | -16.6% | -21.0% |
| 5Y | -3.5% | -26.4% | +22.9% | -5.2% |
| 10Y | +142.2% | -34.2% | +176.4% | +120.0% |
| All | +49,750.0% | +1,000.0% | +48,750.1% | +20,287.0% |
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 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