-18.4%
TSCO vs APA
+11.9%
-30.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.4% |
| 7D | -3.1% | +0.8% | -3.9% | -3.2% |
| 30D | -4.4% | +9.6% | -14.0% | -5.0% |
| 3M | +9.7% | +18.0% | -8.3% | +8.3% |
| 6M | -32.4% | +41.9% | -74.3% | -35.1% |
| YTD | -31.7% | +86.3% | -118.0% | -36.6% |
| 1Y | -41.3% | +97.9% | -139.1% | -46.0% |
| All | -18.4% | +11.9% | -30.3% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling