-10.3%
TSCO vs ALM
+856.4%
-866.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.2% |
| 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% | -33.5% |
| 1Y | -41.3% | +272.4% | -313.6% | -44.0% |
| 3Y | -18.3% | +2,004.1% | -2,022.4% | -27.7% |
| 5Y | -10.3% | +915.8% | -926.0% | -19.8% |
| All | -10.3% | +856.4% | -866.7% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling