+181.2%
TSCO vs AJG
+473.1%
-291.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.0% |
| 7D | -5.7% | -8.3% | +2.6% | -2.5% |
| 30D | -8.8% | -5.7% | -3.1% | -6.8% |
| 3M | +6.3% | +9.1% | -2.8% | +2.2% |
| 6M | -32.3% | +15.2% | -47.5% | -36.4% |
| YTD | -32.7% | -6.3% | -26.4% | -31.9% |
| 1Y | -43.7% | -19.1% | -24.6% | -39.6% |
| 3Y | -19.7% | +8.2% | -27.9% | -26.0% |
| 5Y | -11.6% | +75.6% | -87.3% | -35.4% |
| All | +181.2% | +473.1% | -291.9% | +25.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling