+204.1%
TSCO vs ALLE
+340.4%
-136.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.9% | -2.4% |
| 7D | +0.4% | -0.8% | +1.3% | +0.8% |
| 30D | +9.8% | +27.4% | -17.5% | -0.8% |
| 3M | +4.8% | +13.8% | -9.0% | -0.8% |
| 6M | +23.3% | +45.5% | -22.2% | +5.0% |
| YTD | -25.1% | +21.4% | -46.5% | -31.4% |
| 1Y | -32.7% | +15.4% | -48.1% | -37.2% |
| 3Y | -2.0% | +91.7% | -93.7% | -26.8% |
| 5Y | -7.8% | +54.5% | -62.4% | -26.4% |
| 10Y | +203.2% | +210.5% | -7.4% | +68.2% |
| All | +204.1% | +340.4% | -136.3% | +43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling