-55.4%
APP vs TSCO
-28.6%
-26.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.2% | +6.5% | +10.8% |
| 7D | +4.5% | +15.7% | -11.2% | +5.5% |
| 30D | -3.6% | +16.4% | -20.0% | -2.5% |
| 3M | -35.3% | +11.2% | -46.5% | -34.8% |
| 6M | -42.8% | +14.9% | -57.7% | -42.9% |
| YTD | -59.7% | -25.4% | -34.3% | -65.6% |
| 1Y | -55.4% | -29.4% | -26.0% | -62.6% |
| All | -55.4% | -28.6% | -26.7% | -62.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling