-29.4%
TSCO vs BAX
+46.0%
-75.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.0% | +0.3% | +3.6% |
| 7D | +15.7% | +4.1% | +11.6% | +14.8% |
| 30D | +16.4% | +9.4% | +7.0% | +14.5% |
| 3M | +11.2% | -6.5% | +17.7% | +11.9% |
| 6M | +14.9% | +59.6% | -44.7% | +6.4% |
| YTD | -25.4% | +38.9% | -64.3% | -31.5% |
| 1Y | -29.4% | +48.0% | -77.4% | -36.1% |
| All | -29.4% | +46.0% | -75.4% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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