+196.8%
TSCO vs B
+216.6%
-19.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +0.3% | -7.3% | +7.6% | +0.9% |
| 30D | +11.3% | -3.3% | +14.7% | +11.5% |
| 3M | +1.5% | -7.8% | +9.2% | +1.9% |
| 6M | +24.0% | -15.5% | +39.5% | +25.1% |
| YTD | -25.7% | -12.3% | -13.4% | -25.4% |
| 1Y | -33.6% | +5.4% | -38.9% | -34.3% |
| 3Y | -1.5% | +165.5% | -167.1% | -10.7% |
| 5Y | -9.6% | +107.0% | -116.6% | -17.2% |
| All | +196.8% | +216.6% | -19.8% | +177.6% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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