-10.3%
TSCO vs AA
-17.9%
+7.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.3% |
| 7D | +0.3% | +0.5% | -0.2% | +0.2% |
| 30D | +11.3% | -0.6% | +11.9% | +11.3% |
| 3M | +1.5% | -19.7% | +21.1% | +3.4% |
| 6M | +24.0% | -41.6% | +65.5% | +29.6% |
| YTD | -25.7% | -24.6% | -1.1% | -25.3% |
| 1Y | -33.6% | +4.9% | -38.4% | -36.1% |
| 3Y | -1.5% | +66.8% | -68.4% | -14.1% |
| All | -10.3% | -17.9% | +7.6% | -11.3% |
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