-18.4%
TSCO vs BWA
+68.2%
-86.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | -3.1% | -0.1% | -3.1% | -3.1% |
| 30D | -4.4% | -5.5% | +1.1% | -3.6% |
| 3M | +9.7% | -7.6% | +17.3% | +10.9% |
| 6M | -32.4% | +25.0% | -57.4% | -36.2% |
| YTD | -31.7% | +47.0% | -78.6% | -38.6% |
| 1Y | -41.3% | +54.0% | -95.3% | -47.9% |
| All | -18.4% | +68.2% | -86.7% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling