+1,563.6%
TSCO vs BIL
+30.4%
+1,533.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.2% |
| 7D | +0.8% | +0.1% | +0.7% | +1.0% |
| 30D | +5.5% | +0.3% | +5.1% | +6.3% |
| 3M | +20.0% | +0.9% | +19.0% | +22.8% |
| 6M | -29.8% | +1.8% | -31.6% | -26.5% |
| YTD | -28.7% | +2.4% | -31.1% | -24.2% |
| 1Y | -40.9% | +3.7% | -44.6% | -35.2% |
| 3Y | -15.9% | +14.2% | -30.1% | +17.4% |
| 5Y | -3.5% | +19.4% | -22.9% | +51.0% |
| 10Y | +142.2% | +25.2% | +117.0% | +328.3% |
| All | +1,563.6% | +30.4% | +1,533.2% | +2,817.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling