-64.8%
AAL vs TSCO
+185.7%
-250.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.8% | +1.7% |
| 7D | -0.9% | -5.7% | +4.7% | +0.9% |
| 30D | -12.9% | -8.8% | -4.1% | -10.3% |
| 3M | -11.2% | +6.3% | -17.5% | -13.3% |
| 6M | +17.8% | -32.3% | +50.1% | +33.0% |
| YTD | -15.1% | -32.7% | +17.6% | -4.6% |
| 1Y | +0.5% | -43.7% | +44.1% | +20.1% |
| 3Y | -7.7% | -19.7% | +12.0% | -2.9% |
| 5Y | -31.3% | -11.6% | -19.7% | -30.6% |
| All | -64.8% | +185.7% | -250.5% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 10y: compounded portfolio wealth divided by compounded TSCO 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…
10y analysis · Full analysis span regression · 6 months rolling