+1,278.0%
AAPL vs TSCO
+185.7%
+1,092.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.3% | +2.3% |
| 7D | +3.8% | -5.7% | +9.5% | +5.8% |
| 30D | +9.9% | -8.8% | +18.7% | +13.2% |
| 3M | +12.5% | +6.3% | +6.2% | +9.5% |
| 6M | +27.6% | -32.3% | +59.9% | +44.7% |
| YTD | +22.6% | -32.7% | +55.3% | +38.5% |
| 1Y | +45.0% | -43.7% | +88.7% | +74.4% |
| 3Y | +87.8% | -19.7% | +107.4% | +92.4% |
| 5Y | +128.7% | -11.6% | +140.3% | +122.0% |
| All | +1,278.0% | +185.7% | +1,092.2% | +855.9% |
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