+0.1%
TSCO vs ALLE
+92.8%
-92.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +6.8% | +0.1% | +6.8% | +6.8% |
| 30D | +11.3% | +25.9% | -14.6% | +0.7% |
| 3M | +9.1% | +14.9% | -5.8% | +2.5% |
| 6M | +24.2% | +42.1% | -17.9% | +6.5% |
| YTD | -23.5% | +20.4% | -43.9% | -29.9% |
| 1Y | -30.8% | +14.9% | -45.6% | -35.4% |
| 3Y | +0.1% | +90.1% | -90.0% | -27.8% |
| All | +0.1% | +92.8% | -92.7% | -27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling