+640.8%
APP vs TSCO
-14.6%
+655.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.5% | -2.8% |
| 7D | +0.1% | +1.7% | -1.6% | -0.2% |
| 30D | -10.0% | +2.8% | -12.8% | -10.7% |
| 3M | -44.6% | +17.9% | -62.5% | -46.8% |
| 6M | -37.9% | -28.6% | -9.3% | -33.7% |
| YTD | -53.7% | -28.0% | -25.6% | -51.5% |
| 1Y | -43.0% | -39.9% | -3.1% | -36.4% |
| 3Y | +640.8% | -14.0% | +654.8% | +555.4% |
| All | +640.8% | -14.6% | +655.3% | +555.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling