-18.4%
TSCO vs ALM
+1,934.4%
-1,952.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -9.6% | +8.2% | -1.1% |
| 7D | -3.1% | -7.1% | +4.0% | -2.9% |
| 30D | -4.4% | +24.7% | -29.0% | -5.1% |
| 3M | +9.7% | +8.3% | +1.4% | +9.0% |
| 6M | -32.4% | -22.2% | -10.2% | -32.3% |
| YTD | -31.7% | +88.1% | -119.7% | -33.1% |
| 1Y | -41.3% | +272.4% | -313.6% | -43.3% |
| All | -18.4% | +1,934.4% | -1,952.8% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling