+196.8%
TSCO vs ALM
+2,100.8%
-1,904.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.7% | -8.2% | -0.7% |
| 7D | +0.3% | +1.2% | -1.0% | +0.2% |
| 30D | +11.3% | -19.3% | +30.7% | +11.9% |
| 3M | +1.5% | -40.6% | +42.1% | +2.7% |
| 6M | +24.0% | -57.9% | +81.9% | +26.1% |
| YTD | -25.7% | -6.7% | -19.0% | -26.0% |
| 1Y | -33.6% | +20.2% | -53.7% | -34.2% |
| 3Y | -1.5% | +879.4% | -881.0% | -7.9% |
| 5Y | -9.6% | +415.3% | -424.9% | -15.1% |
| All | +196.8% | +2,100.8% | -1,904.0% | +185.2% |
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