-40.9%
TSCO vs ALLE
-5.8%
-35.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.7% |
| 7D | +0.8% | -0.2% | +1.0% | +0.9% |
| 30D | +5.5% | -6.8% | +12.3% | +8.7% |
| 3M | +20.0% | +21.0% | -1.1% | +10.4% |
| 6M | -29.8% | +1.1% | -30.9% | -30.4% |
| YTD | -28.7% | -0.5% | -28.1% | -28.6% |
| 1Y | -40.9% | -7.3% | -33.7% | -40.7% |
| All | -40.9% | -5.8% | -35.1% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling