-18.4%
TSCO vs AA
+73.4%
-91.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.8% | +3.4% | -1.1% |
| 7D | -3.1% | -5.4% | +2.3% | -2.8% |
| 30D | -4.4% | -10.7% | +6.3% | -3.7% |
| 3M | +9.7% | -26.2% | +35.9% | +12.1% |
| 6M | -32.4% | -20.9% | -11.5% | -32.0% |
| YTD | -31.7% | -8.6% | -23.0% | -32.7% |
| 1Y | -41.3% | +57.4% | -98.7% | -46.4% |
| All | -18.4% | +73.4% | -91.8% | -31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling