-40.9%
TSCO vs BWA
+59.1%
-100.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.6% | +1.0% |
| 7D | +0.8% | +5.7% | -4.9% | +0.6% |
| 30D | +5.5% | +1.4% | +4.0% | +5.3% |
| 3M | +20.0% | -12.1% | +32.0% | +21.4% |
| 6M | -29.8% | +28.6% | -58.4% | -32.9% |
| YTD | -28.7% | +51.1% | -79.8% | -35.3% |
| 1Y | -40.9% | +55.9% | -96.8% | -46.5% |
| All | -40.9% | +59.1% | -100.0% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling