-40.9%
TSCO vs BTSG
+152.4%
-193.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.3% | +1.1% |
| 7D | +0.8% | +2.7% | -1.9% | +0.8% |
| 30D | +5.5% | -3.6% | +9.1% | +5.4% |
| 3M | +20.0% | +5.8% | +14.2% | +19.6% |
| 6M | -29.8% | +44.7% | -74.5% | -30.4% |
| YTD | -28.7% | +62.2% | -90.8% | -29.1% |
| 1Y | -40.9% | +152.1% | -193.0% | -40.2% |
| All | -40.9% | +152.4% | -193.3% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling