+181.2%
TSCO vs BBWI
-55.0%
+236.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.4% | -7.9% | -2.5% |
| 7D | -5.7% | -4.8% | -0.8% | -5.0% |
| 30D | -8.8% | +3.5% | -12.2% | -9.4% |
| 3M | +6.3% | -0.3% | +6.6% | +5.7% |
| 6M | -32.3% | -5.4% | -26.9% | -32.4% |
| YTD | -32.7% | -4.7% | -28.0% | -33.2% |
| 1Y | -43.7% | -30.5% | -13.2% | -41.9% |
| 3Y | -19.7% | -44.3% | +24.7% | -16.8% |
| 5Y | -11.6% | -66.9% | +55.3% | -3.9% |
| All | +181.2% | -55.0% | +236.2% | +180.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling