-17.3%
TSCO vs AR
+44.6%
-61.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | -2.5% | -1.2% | -1.3% | -2.4% |
| 30D | -1.1% | +5.5% | -6.6% | -1.4% |
| 3M | +14.3% | +12.9% | +1.4% | +13.6% |
| 6M | -31.9% | +0.1% | -32.0% | -32.0% |
| YTD | -30.7% | +13.5% | -44.2% | -31.4% |
| 1Y | -41.1% | +21.6% | -62.6% | -42.1% |
| All | -17.3% | +44.6% | -61.8% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling