-31.9%
TSCO vs BROS
-10.8%
-21.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.0% | -1.7% | -3.3% |
| 7D | -2.5% | -6.6% | +4.1% | -1.3% |
| 30D | -1.1% | -12.3% | +11.2% | +1.1% |
| 3M | +14.3% | -22.2% | +36.5% | +16.3% |
| 6M | -31.9% | -14.3% | -17.6% | -33.3% |
| All | -31.9% | -10.8% | -21.1% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 6mo: compounded portfolio wealth divided by compounded BROS 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…
6mo analysis · Full analysis span regression · 6 months rolling