+1,062.4%
APH vs TSCO
+189.4%
+873.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.1% | +0.6% |
| 7D | +1.6% | -2.5% | +4.1% | +2.4% |
| 30D | -3.0% | -1.1% | -1.9% | -2.8% |
| 3M | +5.7% | +14.3% | -8.5% | +0.9% |
| 6M | +20.0% | -31.9% | +51.9% | +34.1% |
| YTD | +20.8% | -30.7% | +51.5% | +33.3% |
| 1Y | +40.2% | -41.1% | +81.3% | +63.0% |
| 3Y | +288.1% | -17.1% | +305.2% | +291.8% |
| 5Y | +352.5% | -7.5% | +360.1% | +331.5% |
| 10Y | +1,062.4% | +192.6% | +869.9% | +663.8% |
| All | +1,062.4% | +189.4% | +873.0% | +663.8% |
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