+221.6%
TSCO vs AR
-27.2%
+248.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | +0.8% | +2.5% | -1.7% | +0.6% |
| 30D | +5.5% | +14.8% | -9.3% | +4.4% |
| 3M | +20.0% | +6.2% | +13.7% | +19.3% |
| 6M | -29.8% | +4.3% | -34.1% | -30.2% |
| YTD | -28.7% | +14.4% | -43.0% | -29.6% |
| 1Y | -40.9% | +21.3% | -62.2% | -42.1% |
| 3Y | -15.9% | +39.8% | -55.7% | -19.4% |
| 5Y | -3.5% | +142.1% | -145.5% | -12.1% |
| 10Y | +142.2% | +52.0% | +90.2% | +129.5% |
| All | +221.6% | -27.2% | +248.9% | +235.6% |
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