+185.6%
TSCO vs ALLE
+154.9%
+30.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -3.1% | -2.8% | -0.4% | -2.0% |
| 30D | -4.4% | -10.2% | +5.8% | -0.2% |
| 3M | +9.7% | +17.4% | -7.7% | +2.8% |
| 6M | -32.4% | +3.3% | -35.8% | -33.6% |
| YTD | -31.7% | -4.2% | -27.4% | -30.9% |
| 1Y | -41.3% | -10.5% | -30.7% | -39.1% |
| 3Y | -18.3% | +45.4% | -63.7% | -30.8% |
| 5Y | -10.3% | +11.9% | -22.2% | -18.1% |
| All | +185.6% | +154.9% | +30.7% | +93.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling