-32.3%
TSCO vs BLK
+13.1%
-45.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.9% |
| 7D | -5.7% | -3.3% | -2.4% | -5.0% |
| 30D | -8.8% | -6.5% | -2.2% | -7.4% |
| 3M | +6.3% | +6.7% | -0.4% | +5.0% |
| 6M | -32.3% | +14.7% | -47.0% | -36.1% |
| All | -32.3% | +13.1% | -45.4% | -36.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling