+2,050.4%
TSCO vs BUD
+217.8%
+1,832.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | +0.3% | +1.0% | -0.7% | 0.0% |
| 30D | +11.3% | +6.7% | +4.7% | +9.3% |
| 3M | +1.5% | +5.7% | -4.2% | -0.2% |
| 6M | +24.0% | +5.8% | +18.1% | +21.5% |
| YTD | -25.7% | +34.4% | -60.1% | -32.2% |
| 1Y | -33.6% | +33.3% | -66.8% | -39.2% |
| 3Y | -1.5% | +48.8% | -50.3% | -14.1% |
| 5Y | -9.6% | +52.5% | -62.1% | -23.1% |
| 10Y | +200.8% | -4.0% | +204.7% | +182.0% |
| All | +2,050.4% | +217.8% | +1,832.6% | +1,031.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling