+3,628.4%
TSCO vs AGI
+5,269.5%
-1,641.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -1.3% |
| 7D | -3.1% | -5.3% | +2.1% | -3.0% |
| 30D | -4.4% | +6.8% | -11.1% | -4.5% |
| 3M | +9.7% | +8.3% | +1.4% | +9.4% |
| 6M | -32.4% | -29.2% | -3.2% | -31.9% |
| YTD | -31.7% | -7.3% | -24.4% | -31.7% |
| 1Y | -41.3% | +8.0% | -49.3% | -41.5% |
| 3Y | -18.3% | +206.6% | -224.9% | -20.7% |
| 5Y | -10.3% | +398.1% | -408.4% | -14.0% |
| 10Y | +188.5% | +384.0% | -195.5% | +174.8% |
| All | +3,628.4% | +5,269.5% | -1,641.1% | +3,304.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling