-10.4%
TSCO vs BB
-26.5%
+16.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.7% |
| 7D | -5.7% | -0.4% | -5.3% | -5.6% |
| 30D | -8.8% | -12.5% | +3.8% | -7.7% |
| 3M | +6.3% | -17.4% | +23.8% | +7.5% |
| 6M | -32.3% | +119.1% | -151.4% | -39.2% |
| YTD | -32.7% | +102.4% | -135.1% | -39.1% |
| 1Y | -43.7% | +98.2% | -141.9% | -49.2% |
| 3Y | -19.7% | +46.9% | -66.6% | -27.1% |
| All | -10.4% | -26.5% | +16.1% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling