-2.9%
TSCO vs ALLE
+17.0%
-19.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +1.2% |
| 7D | +1.7% | +2.8% | -1.1% | +0.4% |
| 30D | +2.8% | -7.6% | +10.4% | +6.4% |
| 3M | +17.9% | +22.8% | -4.9% | +7.5% |
| 6M | -28.6% | +4.6% | -33.2% | -30.3% |
| YTD | -28.0% | -1.2% | -26.8% | -28.1% |
| 1Y | -39.9% | -9.1% | -30.7% | -37.8% |
| 3Y | -14.0% | +50.0% | -64.0% | -30.1% |
| 5Y | -2.9% | +15.2% | -18.2% | -15.6% |
| All | -2.9% | +17.0% | -19.9% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling