+15,129.6%
TSCO vs BG
+1,192.5%
+13,937.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.6% |
| 7D | -3.1% | +3.7% | -6.8% | -3.8% |
| 30D | -4.4% | +12.3% | -16.7% | -6.6% |
| 3M | +9.7% | -2.2% | +11.9% | +9.7% |
| 6M | -32.4% | +5.3% | -37.7% | -33.6% |
| YTD | -31.7% | +42.4% | -74.1% | -36.9% |
| 1Y | -41.3% | +55.2% | -96.5% | -46.9% |
| 3Y | -18.3% | +21.0% | -39.3% | -23.2% |
| 5Y | -10.3% | +87.1% | -97.4% | -24.0% |
| 10Y | +188.5% | +169.8% | +18.6% | +115.8% |
| All | +15,129.6% | +1,192.5% | +13,937.1% | +6,108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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