-19.7%
TSCO vs BLK
+66.0%
-85.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -2.0% |
| 7D | -5.7% | -3.3% | -2.4% | -4.7% |
| 30D | -8.8% | -6.5% | -2.2% | -6.8% |
| 3M | +6.3% | +6.7% | -0.4% | +3.9% |
| 6M | -32.3% | +14.7% | -47.0% | -35.6% |
| YTD | -32.7% | +2.5% | -35.2% | -34.0% |
| 1Y | -43.7% | -2.8% | -40.9% | -43.7% |
| 3Y | -19.7% | +65.9% | -85.5% | -41.8% |
| All | -19.7% | +66.0% | -85.6% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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