+235.1%
TSCO vs AR
-28.5%
+263.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +0.3% | +7.4% | -7.1% | -0.2% |
| 30D | +11.3% | +5.8% | +5.6% | +10.8% |
| 3M | +1.5% | +5.2% | -3.7% | +0.9% |
| 6M | +24.0% | +5.4% | +18.5% | +23.1% |
| YTD | -25.7% | +12.4% | -38.1% | -26.7% |
| 1Y | -33.6% | +12.8% | -46.4% | -34.5% |
| 3Y | -1.5% | +47.2% | -48.7% | -6.0% |
| 5Y | -9.6% | +101.1% | -110.7% | -16.7% |
| 10Y | +200.8% | +57.6% | +143.1% | +184.3% |
| All | +235.1% | -28.5% | +263.5% | +249.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling