-19.7%
TSCO vs BRO
-7.6%
-12.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -5.7% | -7.3% | +1.7% | -3.5% |
| 30D | -8.8% | -6.9% | -1.9% | -6.8% |
| 3M | +6.3% | +10.7% | -4.3% | +2.9% |
| 6M | -32.3% | -2.7% | -29.6% | -32.3% |
| YTD | -32.7% | -16.3% | -16.4% | -30.0% |
| 1Y | -43.7% | -29.1% | -14.6% | -38.6% |
| 3Y | -19.7% | -7.8% | -11.8% | -18.0% |
| All | -19.7% | -7.6% | -12.0% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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