+49,750.0%
TSCO vs B
+171.2%
+49,578.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.2% |
| 7D | +0.8% | -1.6% | +2.4% | +0.8% |
| 30D | +5.5% | +9.4% | -4.0% | +5.0% |
| 3M | +20.0% | +5.0% | +15.0% | +19.6% |
| 6M | -29.8% | -3.5% | -26.2% | -29.8% |
| YTD | -28.7% | +4.5% | -33.1% | -29.0% |
| 1Y | -40.9% | +67.8% | -108.7% | -42.4% |
| 3Y | -15.9% | +196.7% | -212.6% | -20.2% |
| 5Y | -3.5% | +151.9% | -155.4% | -8.1% |
| 10Y | +142.2% | +202.2% | -59.9% | +127.9% |
| All | +49,750.0% | +171.2% | +49,578.9% | +32,944.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling