-33.0%
TSCO vs AR
+10.2%
-43.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.2% |
| 7D | +0.1% | +6.4% | -6.3% | +0.5% |
| 30D | +8.7% | +3.1% | +5.6% | +8.5% |
| 3M | +1.2% | +3.3% | -2.0% | +1.0% |
| 6M | +21.6% | +6.6% | +15.0% | +21.5% |
| YTD | -25.3% | +12.3% | -37.7% | -26.2% |
| 1Y | -33.0% | +12.3% | -45.3% | -34.0% |
| All | -33.0% | +10.2% | -43.1% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling