-43.7%
TSCO vs BAH
-24.0%
-19.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -5.7% | +4.3% | -9.9% | -6.1% |
| 30D | -8.8% | -2.5% | -6.3% | -8.5% |
| 3M | +6.3% | -0.9% | +7.3% | +6.2% |
| 6M | -32.3% | +1.5% | -33.7% | -32.5% |
| YTD | -32.7% | -8.0% | -24.7% | -33.0% |
| 1Y | -43.7% | -24.7% | -18.9% | -43.9% |
| All | -43.7% | -24.0% | -19.6% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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