+50,177.4%
TSCO vs APA
+508.7%
+49,668.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -1.0% | +0.6% |
| 7D | +1.7% | -1.7% | +3.4% | +1.9% |
| 30D | +2.8% | +15.7% | -12.9% | +0.7% |
| 3M | +17.9% | +16.5% | +1.4% | +15.1% |
| 6M | -28.6% | +35.1% | -63.7% | -32.1% |
| YTD | -28.0% | +82.2% | -110.3% | -34.4% |
| 1Y | -39.9% | +102.5% | -142.3% | -46.2% |
| 3Y | -14.0% | +10.3% | -24.3% | -18.4% |
| 5Y | -2.9% | +166.1% | -169.0% | -20.8% |
| 10Y | +199.5% | -4.9% | +204.4% | +145.5% |
| All | +50,177.4% | +508.7% | +49,668.8% | +35,379.5% |
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 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