-10.3%
TSCO vs APA
+94.1%
-104.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.7% |
| 7D | +0.3% | +8.5% | -8.3% | -0.6% |
| 30D | +11.3% | +2.8% | +8.6% | +10.8% |
| 3M | +1.5% | +21.7% | -20.2% | -1.1% |
| 6M | +24.0% | +32.6% | -8.7% | +19.3% |
| YTD | -25.7% | +103.7% | -129.4% | -33.2% |
| 1Y | -33.6% | +101.8% | -135.4% | -40.3% |
| 3Y | -1.5% | +48.1% | -49.6% | -9.9% |
| All | -10.3% | +94.1% | -104.4% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling