-44.5%
APP vs TSCO
-41.6%
-3.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +3.0% |
| 7D | +0.3% | -3.1% | +3.4% | +0.1% |
| 30D | -1.3% | -4.4% | +3.0% | -1.6% |
| 3M | -36.2% | +9.7% | -45.9% | -35.9% |
| 6M | -34.1% | -32.4% | -1.7% | -40.9% |
| YTD | -53.3% | -31.7% | -21.7% | -58.8% |
| 1Y | -44.5% | -41.3% | -3.3% | -46.8% |
| All | -44.5% | -41.6% | -3.0% | -46.8% |
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 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