-10.3%
TSCO vs BN
+30.5%
-40.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.0% |
| 7D | -3.1% | -5.9% | +2.7% | -1.3% |
| 30D | -4.4% | -15.1% | +10.7% | +0.6% |
| 3M | +9.7% | -14.6% | +24.3% | +15.1% |
| 6M | -32.4% | -8.4% | -24.0% | -30.9% |
| YTD | -31.7% | -16.8% | -14.9% | -28.3% |
| 1Y | -41.3% | -14.4% | -26.9% | -39.1% |
| 3Y | -18.3% | +70.1% | -88.4% | -34.8% |
| 5Y | -10.3% | +33.5% | -43.8% | -23.0% |
| All | -10.3% | +30.5% | -40.8% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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