+181.2%
TSCO vs ALNY
+260.0%
-78.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -5.7% | -6.5% | +0.9% | -5.2% |
| 30D | -8.8% | +11.0% | -19.8% | -9.6% |
| 3M | +6.3% | -14.1% | +20.4% | +7.0% |
| 6M | -32.3% | -22.4% | -9.9% | -31.3% |
| YTD | -32.7% | -37.5% | +4.8% | -30.7% |
| 1Y | -43.7% | -46.9% | +3.3% | -41.4% |
| 3Y | -19.7% | +22.1% | -41.7% | -22.4% |
| 5Y | -11.6% | +31.2% | -42.8% | -16.6% |
| All | +181.2% | +260.0% | -78.7% | +151.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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