+1,843.1%
TSCO vs AG
+255.2%
+1,587.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.4% |
| 7D | +0.3% | -10.0% | +10.2% | +0.7% |
| 30D | +11.3% | -10.5% | +21.8% | +11.8% |
| 3M | +1.5% | -27.3% | +28.7% | +2.6% |
| 6M | +24.0% | -43.0% | +66.9% | +26.3% |
| YTD | -25.7% | -17.9% | -7.8% | -25.7% |
| 1Y | -33.6% | +11.9% | -45.5% | -34.6% |
| 3Y | -1.5% | +201.8% | -203.3% | -8.4% |
| 5Y | -9.6% | -0.1% | -9.5% | -13.2% |
| 10Y | +200.8% | +72.7% | +128.0% | +172.5% |
| All | +1,843.1% | +255.2% | +1,587.9% | +1,381.8% |
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