+520.8%
APP vs TSCO
+13.7%
+507.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.0% | +4.4% | +3.2% |
| 7D | +48.9% | +0.4% | +48.5% | +48.6% |
| 30D | +49.4% | +9.8% | +39.6% | +43.1% |
| 3M | +27.0% | +4.8% | +22.2% | +23.7% |
| 6M | -15.4% | +23.3% | -38.7% | -24.2% |
| YTD | -39.9% | -25.1% | -14.8% | -33.7% |
| 1Y | -32.0% | -32.7% | +0.8% | -20.5% |
| 3Y | +824.3% | -2.0% | +826.3% | +690.5% |
| 5Y | +252.4% | -7.8% | +260.3% | +203.9% |
| All | +520.8% | +13.7% | +507.1% | +444.7% |
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