+181.2%
TSCO vs APA
-2.4%
+183.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -2.0% | -1.6% |
| 7D | -5.7% | +4.6% | -10.2% | -6.1% |
| 30D | -8.8% | +11.9% | -20.7% | -9.9% |
| 3M | +6.3% | +22.5% | -16.1% | +3.8% |
| 6M | -32.3% | +37.5% | -69.8% | -35.1% |
| YTD | -32.7% | +87.2% | -119.9% | -37.8% |
| 1Y | -43.7% | +101.4% | -145.1% | -48.5% |
| 3Y | -19.7% | +16.9% | -36.6% | -23.6% |
| 5Y | -11.6% | +178.4% | -190.1% | -24.8% |
| All | +181.2% | -2.4% | +183.6% | +157.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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