+181.2%
TSCO vs BNY
+416.3%
-235.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.6% | -1.5% |
| 7D | -5.7% | -1.3% | -4.3% | -5.3% |
| 30D | -8.8% | -0.2% | -8.6% | -8.8% |
| 3M | +6.3% | +14.9% | -8.6% | +1.7% |
| 6M | -32.3% | +40.0% | -72.3% | -39.1% |
| YTD | -32.7% | +42.0% | -74.7% | -40.0% |
| 1Y | -43.7% | +56.9% | -100.5% | -51.4% |
| 3Y | -19.7% | +289.9% | -309.5% | -48.0% |
| 5Y | -11.6% | +259.2% | -270.8% | -42.6% |
| All | +181.2% | +416.3% | -235.1% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 10y: compounded portfolio wealth divided by compounded BNY 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…
10y analysis · Full analysis span regression · 6 months rolling