+185.6%
TSCO vs B
+209.1%
-23.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.2% |
| 7D | -3.1% | -5.0% | +1.9% | -2.8% |
| 30D | -4.4% | +8.7% | -13.1% | -5.0% |
| 3M | +9.7% | +17.3% | -7.6% | +8.2% |
| 6M | -32.4% | -5.0% | -27.4% | -32.4% |
| YTD | -31.7% | +1.4% | -33.1% | -32.1% |
| 1Y | -41.3% | +50.5% | -91.8% | -43.5% |
| 3Y | -18.3% | +194.4% | -212.7% | -26.0% |
| 5Y | -10.3% | +156.7% | -166.9% | -18.5% |
| All | +185.6% | +209.1% | -23.5% | +164.0% |
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