+51,830.1%
TSCO vs BP
+1,120.7%
+50,709.4%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | +0.3% | +3.8% | -3.5% | -0.6% |
| 30D | +11.3% | -5.3% | +16.6% | +12.5% |
| 3M | +1.5% | +9.3% | -7.8% | -1.1% |
| 6M | +24.0% | +7.2% | +16.7% | +20.8% |
| YTD | -25.7% | +38.0% | -63.7% | -32.4% |
| 1Y | -33.6% | +33.2% | -66.8% | -39.1% |
| 3Y | -1.5% | +50.3% | -51.8% | -13.5% |
| 5Y | -9.6% | +114.1% | -123.7% | -29.2% |
| 10Y | +200.8% | +140.7% | +60.0% | +114.7% |
| All | +51,830.1% | +1,120.7% | +50,709.4% | +29,391.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling