+181.2%
TSCO vs APD
+166.7%
+14.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.8% | -1.3% |
| 7D | -5.7% | -3.3% | -2.4% | -4.6% |
| 30D | -8.8% | -4.2% | -4.6% | -7.4% |
| 3M | +6.3% | +5.4% | +0.9% | +4.1% |
| 6M | -32.3% | +6.3% | -38.5% | -34.1% |
| YTD | -32.7% | +20.3% | -53.0% | -37.5% |
| 1Y | -43.7% | +1.6% | -45.3% | -44.6% |
| 3Y | -19.7% | +4.0% | -23.7% | -23.3% |
| 5Y | -11.6% | +23.3% | -34.9% | -22.7% |
| All | +181.2% | +166.7% | +14.6% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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