-41.3%
TSCO vs B
+51.2%
-92.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.3% |
| 7D | -3.1% | -5.0% | +1.9% | -2.9% |
| 30D | -4.4% | +8.7% | -13.1% | -4.9% |
| 3M | +9.7% | +17.3% | -7.6% | +8.5% |
| 6M | -32.4% | -5.0% | -27.4% | -32.3% |
| YTD | -31.7% | +1.4% | -33.1% | -31.4% |
| 1Y | -41.3% | +50.5% | -91.8% | -40.8% |
| All | -41.3% | +51.2% | -92.5% | -40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling