+1,781.2%
TSCO vs AG
+439.9%
+1,341.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +0.9% |
| 7D | +1.7% | +4.5% | -2.8% | +1.5% |
| 30D | +2.8% | +12.9% | -10.0% | +2.2% |
| 3M | +17.9% | +20.9% | -3.1% | +16.7% |
| 6M | -28.6% | -19.5% | -9.1% | -28.3% |
| YTD | -28.0% | +24.8% | -52.8% | -29.3% |
| 1Y | -39.9% | +120.2% | -160.1% | -42.5% |
| 3Y | -14.0% | +279.0% | -293.0% | -20.8% |
| 5Y | -2.9% | +67.9% | -70.8% | -8.7% |
| 10Y | +199.5% | +57.5% | +142.0% | +172.2% |
| All | +1,781.2% | +439.9% | +1,341.3% | +1,311.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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