-19.7%
TSCO vs APTV
-55.4%
+35.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -5.7% | -5.0% | -0.6% | -5.1% |
| 30D | -8.8% | -6.1% | -2.7% | -8.1% |
| 3M | +6.3% | -33.0% | +39.3% | +11.7% |
| 6M | -32.3% | -35.2% | +3.0% | -29.0% |
| YTD | -32.7% | -40.1% | +7.5% | -28.5% |
| 1Y | -43.7% | -45.6% | +1.9% | -39.3% |
| 3Y | -19.7% | -54.4% | +34.7% | -15.0% |
| All | -19.7% | -55.4% | +35.7% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 3y: compounded portfolio wealth divided by compounded APTV 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…
3y analysis · Full analysis span regression · 6 months rolling