+50,177.4%
TSCO vs BAX
+721.9%
+49,455.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.6% | +1.6% |
| 7D | +1.7% | -2.4% | +4.1% | +2.1% |
| 30D | +2.8% | -9.7% | +12.5% | +4.8% |
| 3M | +17.9% | +29.3% | -11.4% | +11.9% |
| 6M | -28.6% | +40.7% | -69.2% | -33.5% |
| YTD | -28.0% | +30.3% | -58.3% | -32.4% |
| 1Y | -39.9% | +3.4% | -43.3% | -41.2% |
| 3Y | -14.0% | -32.0% | +18.0% | -10.4% |
| 5Y | -2.9% | -66.9% | +64.0% | +14.2% |
| 10Y | +199.5% | -37.1% | +236.6% | +215.6% |
| All | +50,177.4% | +721.9% | +49,455.5% | +59,192.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling