+527.5%
APP vs TSCO
+12.8%
+514.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +4.1% |
| 7D | +4.6% | +0.3% | +4.3% | +4.4% |
| 30D | +56.0% | +11.3% | +44.7% | +48.4% |
| 3M | +30.8% | +1.5% | +29.4% | +29.4% |
| 6M | -9.8% | +24.0% | -33.7% | -19.4% |
| YTD | -39.3% | -25.7% | -13.6% | -32.8% |
| 1Y | -26.4% | -33.6% | +7.1% | -13.5% |
| 3Y | +887.9% | -1.5% | +889.5% | +739.7% |
| 5Y | +264.1% | -9.6% | +273.7% | +215.5% |
| All | +527.5% | +12.8% | +514.7% | +452.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling