+122,639.9%
AAPL vs TSCO
+46,929.1%
+75,710.7%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.3% | +1.9% |
| 7D | +3.8% | -5.7% | +9.5% | +4.4% |
| 30D | +9.9% | -8.8% | +18.7% | +10.8% |
| 3M | +12.5% | +6.3% | +6.2% | +11.7% |
| 6M | +27.6% | -32.3% | +59.9% | +31.9% |
| YTD | +22.6% | -32.7% | +55.3% | +26.6% |
| 1Y | +45.0% | -43.7% | +88.7% | +52.2% |
| 3Y | +87.8% | -19.7% | +107.4% | +90.1% |
| 5Y | +128.7% | -11.6% | +140.3% | +129.3% |
| 10Y | +1,308.9% | +184.1% | +1,124.8% | +1,181.5% |
| All | +122,639.9% | +46,929.1% | +75,710.7% | +94,619.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling