-29.4%
TSCO vs BTSG
+111.7%
-141.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +15.7% | +17.4% | -1.7% | +15.7% |
| 30D | +16.4% | +12.6% | +3.8% | +16.4% |
| 3M | +11.2% | +11.2% | 0.0% | +11.1% |
| 6M | +14.9% | +30.4% | -15.4% | +14.1% |
| YTD | -25.4% | +86.4% | -111.8% | -26.7% |
| 1Y | -29.4% | +117.9% | -147.3% | -32.5% |
| All | -29.4% | +111.7% | -141.1% | -32.5% |
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