+181.2%
TSCO vs AA
+122.9%
+58.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -5.7% | -3.4% | -2.2% | -5.3% |
| 30D | -8.8% | -5.8% | -3.0% | -8.3% |
| 3M | +6.3% | -29.9% | +36.2% | +10.2% |
| 6M | -32.3% | -27.0% | -5.2% | -30.7% |
| YTD | -32.7% | -8.7% | -24.0% | -33.3% |
| 1Y | -43.7% | +50.6% | -94.3% | -47.9% |
| 3Y | -19.7% | +74.1% | -93.7% | -29.2% |
| 5Y | -11.6% | +2.6% | -14.2% | -19.9% |
| All | +181.2% | +122.9% | +58.4% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling