+198.3%
TSCO vs B
+218.7%
-20.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | -0.1% |
| 7D | +0.1% | -6.2% | +6.3% | +0.5% |
| 30D | +8.7% | -6.6% | +15.3% | +9.2% |
| 3M | +1.2% | -7.9% | +9.1% | +1.7% |
| 6M | +21.6% | -16.8% | +38.4% | +22.8% |
| YTD | -25.3% | -11.7% | -13.6% | -25.1% |
| 1Y | -33.0% | +3.5% | -36.5% | -33.7% |
| 3Y | -2.3% | +165.7% | -168.0% | -11.3% |
| 5Y | -9.2% | +108.4% | -117.6% | -16.8% |
| All | +198.3% | +218.7% | -20.4% | +178.8% |
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