-10.4%
TSCO vs BAX
-68.1%
+57.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.2% |
| 7D | -5.7% | -7.9% | +2.2% | -4.1% |
| 30D | -8.8% | -11.7% | +2.9% | -6.5% |
| 3M | +6.3% | +16.2% | -9.9% | +2.8% |
| 6M | -32.3% | +32.0% | -64.2% | -36.3% |
| YTD | -32.7% | +24.7% | -57.4% | -36.6% |
| 1Y | -43.7% | -2.6% | -41.0% | -44.2% |
| 3Y | -19.7% | -35.0% | +15.3% | -14.8% |
| All | -10.4% | -68.1% | +57.7% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling