-40.9%
TSCO vs ALLY
+9.5%
-50.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | +0.8% | +3.7% | -2.9% | +0.1% |
| 30D | +5.5% | -2.3% | +7.7% | +5.9% |
| 3M | +20.0% | +3.8% | +16.1% | +19.0% |
| 6M | -29.8% | +9.7% | -39.5% | -30.5% |
| YTD | -28.7% | -1.4% | -27.2% | -28.2% |
| 1Y | -40.9% | +8.2% | -49.1% | -41.7% |
| All | -40.9% | +9.5% | -50.4% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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