+352.8%
APH vs TSCO
-2.4%
+355.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | +0.2% | +1.7% | -1.5% | -0.2% |
| 30D | -3.3% | +2.8% | -6.2% | -4.2% |
| 3M | +14.0% | +17.9% | -3.9% | +8.5% |
| 6M | +24.4% | -28.6% | +53.0% | +36.5% |
| YTD | +21.4% | -28.0% | +49.5% | +31.8% |
| 1Y | +48.9% | -39.9% | +88.8% | +71.4% |
| 3Y | +290.1% | -14.0% | +304.1% | +283.2% |
| 5Y | +352.8% | -2.9% | +355.7% | +315.8% |
| All | +352.8% | -2.4% | +355.2% | +315.8% |
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 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