-29.4%
TSCO vs BP
+35.3%
-64.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.2% | +8.4% | +3.9% |
| 7D | +15.7% | -8.4% | +24.1% | +15.2% |
| 30D | +16.4% | +2.2% | +14.2% | +16.2% |
| 3M | +11.2% | +8.8% | +2.4% | +11.2% |
| 6M | +14.9% | -0.5% | +15.4% | +16.1% |
| YTD | -25.4% | +36.2% | -61.6% | -30.5% |
| 1Y | -29.4% | +36.6% | -65.9% | -34.7% |
| All | -29.4% | +35.3% | -64.6% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 1y: compounded portfolio wealth divided by compounded BP 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…
1y analysis · Full analysis span regression · 6 months rolling