-17.3%
TSCO vs B
+198.4%
-215.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -3.7% |
| 7D | -2.5% | +1.0% | -3.5% | -2.6% |
| 30D | -1.1% | +9.5% | -10.6% | -2.0% |
| 3M | +14.3% | +14.3% | -0.1% | +12.7% |
| 6M | -31.9% | -1.9% | -30.0% | -32.0% |
| YTD | -30.7% | +4.1% | -34.8% | -31.2% |
| 1Y | -41.1% | +56.1% | -97.2% | -44.1% |
| All | -17.3% | +198.4% | -215.7% | -30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling