+310.3%
APH vs TSCO
-7.4%
+317.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.9% | +5.3% | +7.5% |
| 7D | +1.1% | +5.9% | -4.8% | -0.3% |
| 30D | -7.5% | +11.0% | -18.5% | -10.0% |
| 3M | -4.4% | +9.0% | -13.4% | -6.8% |
| 6M | +26.5% | +23.9% | +2.6% | +18.3% |
| YTD | +20.0% | -23.7% | +43.8% | +28.1% |
| 1Y | +16.9% | -29.4% | +46.3% | +27.8% |
| 3Y | +288.5% | +1.6% | +286.9% | +259.6% |
| 5Y | +310.3% | -7.1% | +317.4% | +287.6% |
| All | +310.3% | -7.4% | +317.7% | +287.6% |
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