-18.4%
TSCO vs BB
+62.2%
-80.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -1.3% |
| 7D | -3.1% | -2.1% | -1.0% | -3.0% |
| 30D | -4.4% | -16.0% | +11.7% | -3.4% |
| 3M | +9.7% | -14.5% | +24.2% | +10.2% |
| 6M | -32.4% | +118.6% | -151.0% | -37.4% |
| YTD | -31.7% | +98.9% | -130.6% | -36.2% |
| 1Y | -41.3% | +99.5% | -140.7% | -45.4% |
| All | -18.4% | +62.2% | -80.6% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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