-7.5%
TSCO vs ALLY
-1.1%
-6.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -3.4% |
| 7D | -2.5% | -1.9% | -0.5% | -2.1% |
| 30D | -1.1% | -4.5% | +3.4% | -0.2% |
| 3M | +14.3% | -2.8% | +17.1% | +14.8% |
| 6M | -31.9% | +10.3% | -42.2% | -33.5% |
| YTD | -30.7% | -5.7% | -25.0% | -30.1% |
| 1Y | -41.1% | +3.9% | -45.0% | -42.0% |
| 3Y | -17.1% | +64.7% | -81.8% | -28.4% |
| 5Y | -7.5% | -2.6% | -4.9% | -16.9% |
| All | -7.5% | -1.1% | -6.4% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling