+51,830.1%
TSCO vs APA
+580.4%
+51,249.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.7% |
| 7D | +0.3% | +8.5% | -8.3% | -0.8% |
| 30D | +11.3% | +2.8% | +8.6% | +10.7% |
| 3M | +1.5% | +21.7% | -20.2% | -1.5% |
| 6M | +24.0% | +32.6% | -8.7% | +18.4% |
| YTD | -25.7% | +103.7% | -129.4% | -33.5% |
| 1Y | -33.6% | +101.8% | -135.4% | -40.5% |
| 3Y | -1.5% | +48.1% | -49.6% | -10.5% |
| 5Y | -9.6% | +91.9% | -101.5% | -22.8% |
| 10Y | +200.8% | +8.4% | +192.4% | +141.7% |
| All | +51,830.1% | +580.4% | +51,249.7% | +35,881.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling