+199.0%
TSCO vs ALLY
+124.8%
+74.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | +0.8% | +3.7% | -2.9% | 0.0% |
| 30D | +5.5% | -2.3% | +7.7% | +5.9% |
| 3M | +20.0% | +3.8% | +16.1% | +18.8% |
| 6M | -29.8% | +9.7% | -39.5% | -31.3% |
| YTD | -28.7% | -1.4% | -27.2% | -28.8% |
| 1Y | -40.9% | +8.2% | -49.1% | -42.3% |
| 3Y | -15.9% | +66.5% | -82.4% | -26.6% |
| 5Y | -3.5% | +1.2% | -4.7% | -9.6% |
| 10Y | +142.2% | +191.4% | -49.2% | +73.4% |
| All | +199.0% | +124.8% | +74.2% | +123.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling