-40.9%
TSCO vs AS
-21.9%
-19.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.5% | +0.7% |
| 7D | +0.8% | -4.9% | +5.7% | +1.4% |
| 30D | +5.5% | -19.6% | +25.1% | +8.3% |
| 3M | +20.0% | -14.4% | +34.3% | +21.8% |
| 6M | -29.8% | -20.1% | -9.7% | -28.5% |
| YTD | -28.7% | -20.9% | -7.7% | -27.6% |
| 1Y | -40.9% | -21.9% | -19.1% | -39.8% |
| All | -40.9% | -21.9% | -19.0% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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