-34.0%
TSCO vs BIYA
-99.8%
+65.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.4% |
| 7D | -3.1% | -1.3% | -1.8% | -3.1% |
| 30D | -4.4% | -15.9% | +11.6% | -4.5% |
| 3M | +9.7% | -81.2% | +90.9% | +8.4% |
| 6M | -32.4% | -88.2% | +55.8% | -32.0% |
| YTD | -31.7% | -94.1% | +62.5% | -31.6% |
| 1Y | -41.3% | -98.7% | +57.4% | -42.2% |
| All | -34.0% | -99.8% | +65.7% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 3y: compounded portfolio wealth divided by compounded BIYA 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…
3y analysis · Full analysis span regression · 6 months rolling