+1,982.0%
TSCO vs BUD
+198.8%
+1,783.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +1.1% |
| 7D | +1.7% | +0.8% | +0.9% | +1.4% |
| 30D | +2.8% | -4.8% | +7.6% | +4.2% |
| 3M | +17.9% | +1.4% | +16.5% | +17.0% |
| 6M | -28.6% | +9.9% | -38.4% | -30.8% |
| YTD | -28.0% | +26.3% | -54.4% | -33.2% |
| 1Y | -39.9% | +36.1% | -76.0% | -45.4% |
| 3Y | -14.0% | +48.6% | -62.6% | -25.1% |
| 5Y | -2.9% | +45.0% | -47.9% | -16.5% |
| 10Y | +199.5% | -23.1% | +222.6% | +206.3% |
| All | +1,982.0% | +198.8% | +1,783.2% | +1,015.4% |
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 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