-30.5%
TSCO vs ALM
+28.2%
-58.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.6% | +9.6% | +0.6% |
| 7D | +8.8% | -14.5% | +23.3% | +9.7% |
| 30D | +13.4% | -39.0% | +52.4% | +16.8% |
| 3M | +10.3% | -40.3% | +50.6% | +13.3% |
| 6M | +13.7% | -60.3% | +74.0% | +19.1% |
| YTD | -25.4% | -9.8% | -15.6% | -26.3% |
| 1Y | -30.5% | +30.8% | -61.2% | -33.5% |
| All | -30.5% | +28.2% | -58.7% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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