-10.3%
TSCO vs AA
+5.3%
-15.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.8% | +3.4% | -1.0% |
| 7D | -3.1% | -5.4% | +2.3% | -2.6% |
| 30D | -4.4% | -10.7% | +6.3% | -3.5% |
| 3M | +9.7% | -26.2% | +35.9% | +12.6% |
| 6M | -32.4% | -20.9% | -11.5% | -31.7% |
| YTD | -31.7% | -8.6% | -23.0% | -32.4% |
| 1Y | -41.3% | +57.4% | -98.7% | -46.0% |
| 3Y | -18.3% | +77.8% | -96.1% | -28.4% |
| 5Y | -10.3% | +2.7% | -12.9% | -15.3% |
| All | -10.3% | +5.3% | -15.6% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling