-10.3%
TSCO vs APD
+24.4%
-34.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -3.1% | -3.5% | +0.4% | -2.1% |
| 30D | -4.4% | -5.1% | +0.7% | -2.9% |
| 3M | +9.7% | +6.9% | +2.8% | +7.4% |
| 6M | -32.4% | +8.1% | -40.5% | -34.3% |
| YTD | -31.7% | +21.2% | -52.9% | -36.0% |
| 1Y | -41.3% | +4.9% | -46.1% | -42.6% |
| 3Y | -18.3% | +6.3% | -24.6% | -21.4% |
| 5Y | -10.3% | +24.3% | -34.5% | -22.2% |
| All | -10.3% | +24.4% | -34.7% | -22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling