+181.2%
TSCO vs BUD
-22.3%
+203.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.3% | -1.7% |
| 7D | -5.7% | -2.6% | -3.0% | -5.1% |
| 30D | -8.8% | -1.2% | -7.5% | -8.5% |
| 3M | +6.3% | -4.9% | +11.2% | +7.2% |
| 6M | -32.3% | +9.3% | -41.5% | -33.7% |
| YTD | -32.7% | +24.0% | -56.7% | -35.8% |
| 1Y | -43.7% | +34.5% | -78.2% | -47.2% |
| 3Y | -19.7% | +43.7% | -63.3% | -26.3% |
| 5Y | -11.6% | +46.0% | -57.6% | -20.3% |
| All | +181.2% | -22.3% | +203.5% | +168.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling