-19.7%
TSCO vs BR
-5.3%
-14.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -5.7% | -3.0% | -2.7% | -4.6% |
| 30D | -8.8% | -0.3% | -8.5% | -8.8% |
| 3M | +6.3% | +17.3% | -11.0% | -0.4% |
| 6M | -32.3% | -6.7% | -25.6% | -30.9% |
| YTD | -32.7% | -23.4% | -9.3% | -25.5% |
| 1Y | -43.7% | -32.7% | -11.0% | -33.9% |
| 3Y | -19.7% | -5.9% | -13.8% | -22.1% |
| All | -19.7% | -5.3% | -14.3% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 3y: compounded portfolio wealth divided by compounded BR 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…
3y analysis · Full analysis span regression · 6 months rolling