-40.9%
TSCO vs AJG
-12.9%
-28.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.4% |
| 7D | +0.8% | -1.8% | +2.6% | +1.1% |
| 30D | +5.5% | +4.6% | +0.8% | +4.5% |
| 3M | +20.0% | +24.9% | -5.0% | +14.9% |
| 6M | -29.8% | +17.2% | -47.0% | -32.6% |
| YTD | -28.7% | +2.2% | -30.8% | -29.7% |
| 1Y | -40.9% | -11.5% | -29.4% | -39.9% |
| All | -40.9% | -12.9% | -28.0% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling