-10.4%
TSCO vs BBY
+1.5%
-11.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.1% | -4.6% | -2.4% |
| 7D | -5.7% | +0.6% | -6.2% | -5.8% |
| 30D | -8.8% | +9.4% | -18.2% | -11.4% |
| 3M | +6.3% | +19.3% | -13.0% | +0.3% |
| 6M | -32.3% | +47.9% | -80.2% | -40.6% |
| YTD | -32.7% | +39.6% | -72.3% | -40.1% |
| 1Y | -43.7% | +22.2% | -65.9% | -48.0% |
| 3Y | -19.7% | +45.0% | -64.6% | -33.9% |
| All | -10.4% | +1.5% | -11.9% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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