-3.1%
TSCO vs BURL
-11.0%
+7.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.6% |
| 7D | +0.8% | -2.8% | +3.6% | +1.3% |
| 30D | +5.5% | -28.2% | +33.6% | +12.0% |
| 3M | +20.0% | -17.6% | +37.5% | +23.9% |
| 6M | -29.8% | -11.8% | -18.0% | -28.6% |
| YTD | -28.7% | -8.1% | -20.5% | -28.2% |
| 1Y | -40.9% | -12.0% | -29.0% | -40.4% |
| 3Y | -15.9% | +63.3% | -79.2% | -27.0% |
| All | -3.1% | -11.0% | +7.9% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling