-5.6%
TSCO vs BROS
+41.2%
-46.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.0% |
| 7D | +1.7% | -0.9% | +2.6% | +1.8% |
| 30D | +2.8% | -13.5% | +16.3% | +4.3% |
| 3M | +17.9% | -18.4% | +36.3% | +19.9% |
| 6M | -28.6% | -10.6% | -18.0% | -28.2% |
| YTD | -28.0% | -25.1% | -3.0% | -26.5% |
| 1Y | -39.9% | -28.6% | -11.2% | -38.5% |
| 3Y | -14.0% | +65.6% | -79.6% | -21.9% |
| All | -5.6% | +41.2% | -46.8% | -14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling