-43.7%
TSCO vs AA
+56.9%
-100.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -5.7% | -3.4% | -2.2% | -5.8% |
| 30D | -8.8% | -5.8% | -3.0% | -8.9% |
| 3M | +6.3% | -29.9% | +36.2% | +5.8% |
| 6M | -32.3% | -27.0% | -5.2% | -33.1% |
| YTD | -32.7% | -8.7% | -24.0% | -34.5% |
| 1Y | -43.7% | +50.6% | -94.3% | -47.3% |
| All | -43.7% | +56.9% | -100.5% | -47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling