-18.4%
TSCO vs BUD
+43.8%
-62.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -3.1% | -3.2% | +0.1% | -2.4% |
| 30D | -4.4% | -3.7% | -0.7% | -3.5% |
| 3M | +9.7% | -4.4% | +14.1% | +10.5% |
| 6M | -32.4% | +7.7% | -40.1% | -34.0% |
| YTD | -31.7% | +23.1% | -54.7% | -35.2% |
| 1Y | -41.3% | +33.6% | -74.9% | -45.2% |
| All | -18.4% | +43.8% | -62.3% | -28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling