+50,177.4%
TSCO vs BBWI
+961.1%
+49,216.4%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | +1.6% |
| 7D | +1.7% | +1.6% | +0.1% | +1.2% |
| 30D | +2.8% | -6.2% | +9.0% | +3.9% |
| 3M | +17.9% | +4.3% | +13.6% | +15.5% |
| 6M | -28.6% | -7.2% | -21.4% | -28.7% |
| YTD | -28.0% | -3.0% | -25.0% | -29.4% |
| 1Y | -39.9% | -30.8% | -9.1% | -36.9% |
| 3Y | -14.0% | -43.4% | +29.4% | -10.0% |
| 5Y | -2.9% | -66.7% | +63.8% | +10.8% |
| 10Y | +199.5% | -55.7% | +255.2% | +164.3% |
| All | +50,177.4% | +961.1% | +49,216.4% | +4,538.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling