-40.9%
TSCO vs BBWI
-34.3%
-6.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +0.8% |
| 7D | +0.8% | +1.5% | -0.7% | +0.6% |
| 30D | +5.5% | -5.2% | +10.6% | +6.0% |
| 3M | +20.0% | +11.1% | +8.8% | +18.2% |
| 6M | -29.8% | -13.4% | -16.4% | -29.6% |
| YTD | -28.7% | +0.1% | -28.8% | -29.2% |
| 1Y | -40.9% | -36.1% | -4.8% | -40.5% |
| All | -40.9% | -34.3% | -6.6% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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