-4.0%
TSCO vs B
+151.9%
-155.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.3% | +1.0% |
| 7D | +1.7% | +2.3% | -0.6% | +1.5% |
| 30D | +2.8% | +1.4% | +1.5% | +2.6% |
| 3M | +17.9% | +12.2% | +5.7% | +16.5% |
| 6M | -28.6% | -2.1% | -26.5% | -28.7% |
| YTD | -28.0% | +2.9% | -31.0% | -28.6% |
| 1Y | -39.9% | +55.3% | -95.2% | -42.8% |
| 3Y | -14.0% | +198.7% | -212.7% | -24.2% |
| All | -4.0% | +151.9% | -155.9% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling