-17.3%
TSCO vs BAH
-31.4%
+14.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | -2.5% | -1.3% | -1.1% | -2.3% |
| 30D | -1.1% | -6.6% | +5.5% | -0.2% |
| 3M | +14.3% | -7.2% | +21.4% | +15.2% |
| 6M | -31.9% | -10.0% | -21.9% | -31.1% |
| YTD | -30.7% | -12.5% | -18.2% | -30.0% |
| 1Y | -41.1% | -27.9% | -13.2% | -38.9% |
| All | -17.3% | -31.4% | +14.2% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling