-35.0%
TSCO vs BIYA
-99.8%
+64.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.5% |
| 7D | -5.7% | -1.8% | -3.9% | -5.7% |
| 30D | -8.8% | -17.5% | +8.7% | -8.9% |
| 3M | +6.3% | -78.0% | +84.3% | +5.4% |
| 6M | -32.3% | -89.5% | +57.2% | -32.0% |
| YTD | -32.7% | -94.3% | +61.6% | -32.7% |
| 1Y | -43.7% | -98.6% | +54.9% | -44.5% |
| All | -35.0% | -99.8% | +64.7% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling