-7.5%
TSCO vs BIL
+19.4%
-27.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -2.5% | +0.1% | -2.5% | -2.6% |
| 30D | -1.1% | +0.3% | -1.4% | -1.5% |
| 3M | +14.3% | +0.9% | +13.4% | +13.2% |
| 6M | -31.9% | +1.8% | -33.7% | -32.7% |
| YTD | -30.7% | +2.5% | -33.1% | -31.9% |
| 1Y | -41.1% | +3.7% | -44.7% | -42.4% |
| 3Y | -17.1% | +14.1% | -31.2% | -21.8% |
| 5Y | -7.5% | +19.4% | -27.0% | -32.3% |
| All | -7.5% | +19.4% | -27.0% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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