+329.1%
APP vs TSCO
-6.8%
+335.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.4% | -0.5% |
| 7D | -4.4% | -2.5% | -1.9% | -3.3% |
| 30D | -10.0% | -1.1% | -8.9% | -9.9% |
| 3M | -41.4% | +14.3% | -55.7% | -45.8% |
| 6M | -41.0% | -31.9% | -9.1% | -29.4% |
| YTD | -54.7% | -30.7% | -24.0% | -47.7% |
| 1Y | -45.3% | -41.1% | -4.3% | -30.4% |
| 3Y | +624.3% | -17.1% | +641.4% | +572.6% |
| 5Y | +329.1% | -7.5% | +336.7% | +255.7% |
| All | +329.1% | -6.8% | +335.9% | +255.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling