-32.2%
AAL vs TSCO
-9.4%
-22.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.1% |
| 7D | -0.9% | -3.1% | +2.2% | +0.3% |
| 30D | -16.0% | -4.4% | -11.6% | -14.5% |
| 3M | -4.2% | +9.7% | -13.9% | -8.4% |
| 6M | +15.7% | -32.4% | +48.1% | +36.3% |
| YTD | -16.2% | -31.7% | +15.5% | -2.7% |
| 1Y | +0.2% | -41.3% | +41.5% | +25.2% |
| 3Y | -8.1% | -18.3% | +10.2% | -5.0% |
| 5Y | -32.2% | -10.3% | -21.9% | -34.6% |
| All | -32.2% | -9.4% | -22.8% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling