+2,684.8%
TSCO vs BTG
+371.8%
+2,313.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -1.3% |
| 7D | -3.1% | -5.5% | +2.3% | -3.0% |
| 30D | -4.4% | +6.1% | -10.5% | -4.5% |
| 3M | +9.7% | +38.6% | -29.0% | +8.6% |
| 6M | -32.4% | +0.7% | -33.1% | -32.6% |
| YTD | -31.7% | +20.3% | -52.0% | -32.2% |
| 1Y | -41.3% | +25.0% | -66.3% | -41.9% |
| 3Y | -18.3% | +97.3% | -115.6% | -20.3% |
| 5Y | -10.3% | +78.3% | -88.6% | -12.4% |
| 10Y | +188.5% | +151.6% | +36.8% | +180.2% |
| All | +2,684.8% | +371.8% | +2,313.0% | +2,918.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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