-3.4%
TSCO vs BURL
+86.7%
-90.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.5% |
| 7D | +7.1% | +4.1% | +3.0% | +6.4% |
| 30D | +11.8% | -9.5% | +21.2% | +13.4% |
| 3M | +7.4% | -33.5% | +40.9% | +13.7% |
| 6M | +13.4% | -22.1% | +35.5% | +16.8% |
| YTD | -25.9% | -14.6% | -11.3% | -24.7% |
| 1Y | -29.9% | -8.4% | -21.5% | -29.8% |
| 3Y | -3.4% | +86.6% | -89.9% | -9.0% |
| All | -3.4% | +86.7% | -90.1% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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