+382.3%
APP vs TSCO
+3.7%
+378.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +3.7% |
| 7D | +0.3% | -3.1% | +3.4% | +1.7% |
| 30D | -1.3% | -4.4% | +3.0% | +0.3% |
| 3M | -36.2% | +9.7% | -45.9% | -39.4% |
| 6M | -34.1% | -32.4% | -1.7% | -21.9% |
| YTD | -53.3% | -31.7% | -21.7% | -46.3% |
| 1Y | -44.5% | -41.3% | -3.3% | -30.6% |
| 3Y | +646.7% | -18.3% | +665.0% | +610.8% |
| 5Y | +306.4% | -10.3% | +316.7% | +263.9% |
| All | +382.3% | +3.7% | +378.6% | +341.9% |
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