-7.5%
TSCO vs AR
+148.2%
-155.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.6% |
| 3M | +14.3% | +12.9% | +1.4% | +12.9% |
| 6M | -31.9% | +0.1% | -32.0% | -32.1% |
| YTD | -30.7% | +13.5% | -44.2% | -31.9% |
| 1Y | -41.1% | +21.6% | -62.6% | -42.6% |
| 3Y | -17.1% | +46.0% | -63.1% | -22.4% |
| 5Y | -7.5% | +143.7% | -151.3% | -14.8% |
| All | -7.5% | +148.2% | -155.8% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling