-9.9%
TSCO vs ALM
+373.6%
-383.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | -0.1% |
| 7D | +0.1% | -4.0% | +4.1% | +0.2% |
| 30D | +8.7% | -30.5% | +39.2% | +10.0% |
| 3M | +1.2% | -46.9% | +48.1% | +3.3% |
| 6M | +21.6% | -65.5% | +87.1% | +25.3% |
| YTD | -25.3% | -13.4% | -11.9% | -25.4% |
| 1Y | -33.0% | +9.8% | -42.8% | -33.6% |
| 3Y | -2.3% | +783.1% | -785.4% | -10.3% |
| All | -9.9% | +373.6% | -383.5% | -17.4% |
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 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