+2,241.4%
TSCO vs AGG
+96.0%
+2,145.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -5.7% | -1.1% | -4.6% | -6.0% |
| 30D | -8.8% | -1.1% | -7.6% | -9.1% |
| 3M | +6.3% | -1.9% | +8.3% | +5.6% |
| 6M | -32.3% | -1.7% | -30.6% | -32.7% |
| YTD | -32.7% | -1.3% | -31.4% | -33.0% |
| 1Y | -43.7% | -0.7% | -42.9% | -43.8% |
| 3Y | -19.7% | +12.5% | -32.1% | -15.6% |
| 5Y | -11.6% | -2.5% | -9.1% | -16.5% |
| 10Y | +184.1% | +14.2% | +169.8% | +210.9% |
| All | +2,241.4% | +96.0% | +2,145.4% | +3,581.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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