+17,457.5%
TSCO vs BLK
+12,998.0%
+4,459.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -2.0% |
| 7D | -5.7% | -3.3% | -2.4% | -4.6% |
| 30D | -8.8% | -6.5% | -2.2% | -6.8% |
| 3M | +6.3% | +6.7% | -0.4% | +3.8% |
| 6M | -32.3% | +14.7% | -47.0% | -35.6% |
| YTD | -32.7% | +2.5% | -35.2% | -33.9% |
| 1Y | -43.7% | -2.8% | -40.9% | -43.8% |
| 3Y | -19.7% | +65.9% | -85.5% | -33.3% |
| 5Y | -11.6% | +33.0% | -44.6% | -22.5% |
| 10Y | +184.1% | +281.2% | -97.1% | +73.8% |
| All | +17,457.5% | +12,998.0% | +4,459.5% | +6,028.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling