+50,177.4%
TSCO vs BP
+1,085.2%
+49,092.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.6% | +0.3% |
| 7D | +1.7% | +0.9% | +0.7% | +1.4% |
| 30D | +2.8% | +9.1% | -6.3% | +0.6% |
| 3M | +17.9% | +3.9% | +14.0% | +16.2% |
| 6M | -28.6% | +13.6% | -42.2% | -31.5% |
| YTD | -28.0% | +34.0% | -62.1% | -33.9% |
| 1Y | -39.9% | +39.2% | -79.0% | -45.3% |
| 3Y | -14.0% | +36.4% | -50.4% | -22.5% |
| 5Y | -2.9% | +135.8% | -138.7% | -25.8% |
| 10Y | +199.5% | +125.0% | +74.5% | +118.0% |
| All | +50,177.4% | +1,085.2% | +49,092.2% | +28,763.9% |
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