-43.7%
TSCO vs BAX
-0.4%
-43.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.3% |
| 7D | -5.7% | -7.9% | +2.2% | -4.5% |
| 30D | -8.8% | -11.7% | +2.9% | -7.1% |
| 3M | +6.3% | +16.2% | -9.9% | +3.9% |
| 6M | -32.3% | +32.0% | -64.2% | -35.0% |
| YTD | -32.7% | +24.7% | -57.4% | -35.7% |
| 1Y | -43.7% | -2.6% | -41.0% | -45.0% |
| All | -43.7% | -0.4% | -43.3% | -45.0% |
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