+181.2%
TSCO vs ALM
+2,589.2%
-2,408.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | -1.4% |
| 7D | -5.7% | -11.8% | +6.2% | -5.4% |
| 30D | -8.8% | +7.8% | -16.6% | -9.0% |
| 3M | +6.3% | -9.3% | +15.6% | +6.3% |
| 6M | -32.3% | -30.5% | -1.8% | -32.0% |
| YTD | -32.7% | +75.8% | -108.5% | -33.9% |
| 1Y | -43.7% | +241.2% | -284.9% | -45.6% |
| 3Y | -19.7% | +1,872.6% | -1,892.3% | -26.1% |
| 5Y | -11.6% | +849.6% | -861.2% | -18.1% |
| All | +181.2% | +2,589.2% | -2,408.0% | +163.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling