-19.7%
TSCO vs AFL
+63.5%
-83.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.7% |
| 7D | -5.7% | -1.6% | -4.0% | -5.3% |
| 30D | -8.8% | -4.0% | -4.7% | -7.9% |
| 3M | +6.3% | -0.5% | +6.8% | +6.2% |
| 6M | -32.3% | +6.5% | -38.8% | -33.7% |
| YTD | -32.7% | +6.2% | -38.9% | -34.2% |
| 1Y | -43.7% | +8.3% | -52.0% | -45.3% |
| 3Y | -19.7% | +62.5% | -82.2% | -29.8% |
| All | -19.7% | +63.5% | -83.2% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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