+51,830.1%
TSCO vs AA
+159.5%
+51,670.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.2% |
| 7D | +0.3% | +0.5% | -0.2% | +0.1% |
| 30D | +11.3% | -0.6% | +11.9% | +11.2% |
| 3M | +1.5% | -19.7% | +21.1% | +4.9% |
| 6M | +24.0% | -41.6% | +65.5% | +33.7% |
| YTD | -25.7% | -24.6% | -1.1% | -24.3% |
| 1Y | -33.6% | +4.9% | -38.4% | -36.3% |
| 3Y | -1.5% | +66.8% | -68.4% | -17.2% |
| 5Y | -9.6% | -19.4% | +9.8% | -18.0% |
| 10Y | +200.8% | +43.1% | +157.7% | +111.4% |
| All | +51,830.1% | +159.5% | +51,670.6% | +29,812.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling