+803.2%
APP vs TSCO
+1.5%
+801.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.8% | -3.6% |
| 7D | +61.1% | +6.8% | +54.3% | +59.2% |
| 30D | +42.8% | +11.3% | +31.5% | +39.9% |
| 3M | +16.7% | +9.1% | +7.6% | +14.5% |
| 6M | -15.6% | +24.2% | -39.8% | -19.5% |
| YTD | -41.3% | -23.5% | -17.8% | -39.6% |
| 1Y | -39.3% | -30.8% | -8.5% | -35.5% |
| 3Y | +803.2% | +0.1% | +803.1% | +671.6% |
| All | +803.2% | +1.5% | +801.7% | +671.6% |
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 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