-19.7%
TSCO vs AIG
+33.9%
-53.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -5.7% | -1.2% | -4.5% | -5.4% |
| 30D | -8.8% | -1.1% | -7.7% | -8.5% |
| 3M | +6.3% | +0.7% | +5.6% | +5.8% |
| 6M | -32.3% | -2.2% | -30.1% | -32.0% |
| YTD | -32.7% | -10.8% | -21.9% | -30.6% |
| 1Y | -43.7% | -2.0% | -41.7% | -44.0% |
| 3Y | -19.7% | +34.8% | -54.5% | -30.3% |
| All | -19.7% | +33.9% | -53.6% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 3y: compounded portfolio wealth divided by compounded AIG 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…
3y analysis · Full analysis span regression · 6 months rolling