-10.4%
TSCO vs BP
+138.6%
-149.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.6% | -1.5% |
| 7D | -5.7% | +5.2% | -10.9% | -6.2% |
| 30D | -8.8% | +8.7% | -17.5% | -9.7% |
| 3M | +6.3% | +9.3% | -3.0% | +5.0% |
| 6M | -32.3% | +13.6% | -45.8% | -33.7% |
| YTD | -32.7% | +37.7% | -70.4% | -36.2% |
| 1Y | -43.7% | +40.6% | -84.3% | -46.9% |
| 3Y | -19.7% | +40.3% | -60.0% | -25.1% |
| All | -10.4% | +138.6% | -149.0% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling