+52,243.3%
TSCO vs B
+136.7%
+52,106.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -2.0% |
| 7D | +0.4% | -2.7% | +3.1% | +0.5% |
| 30D | +9.8% | -4.3% | +14.2% | +10.0% |
| 3M | +4.8% | -2.3% | +7.1% | +4.8% |
| 6M | +23.3% | -16.2% | +39.5% | +23.9% |
| YTD | -25.1% | -8.8% | -16.3% | -25.1% |
| 1Y | -32.7% | +11.4% | -44.1% | -33.3% |
| 3Y | -2.0% | +174.3% | -176.2% | -6.6% |
| 5Y | -7.8% | +116.2% | -124.0% | -11.8% |
| 10Y | +203.2% | +222.7% | -19.6% | +185.1% |
| All | +52,243.3% | +136.7% | +52,106.6% | +34,770.1% |
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