-10.4%
TSCO vs AGI
+400.3%
-410.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | -5.7% | -2.7% | -2.9% | -5.4% |
| 30D | -8.8% | +7.2% | -16.0% | -9.5% |
| 3M | +6.3% | +4.3% | +2.1% | +5.5% |
| 6M | -32.3% | -27.1% | -5.2% | -30.4% |
| YTD | -32.7% | -6.6% | -26.1% | -32.6% |
| 1Y | -43.7% | +9.5% | -53.2% | -44.6% |
| 3Y | -19.7% | +208.4% | -228.1% | -29.9% |
| All | -10.4% | +400.3% | -410.7% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 5y: compounded portfolio wealth divided by compounded AGI 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…
5y analysis · Full analysis span regression · 6 months rolling