-17.8%
TSCO vs AS
+125.3%
-143.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | 0.0% |
| 7D | +0.1% | -3.6% | +3.7% | +0.5% |
| 30D | +8.7% | +3.4% | +5.3% | +8.3% |
| 3M | +1.2% | -8.6% | +9.8% | +2.0% |
| 6M | +21.6% | -10.0% | +31.6% | +22.3% |
| YTD | -25.3% | -19.2% | -6.1% | -24.3% |
| 1Y | -33.0% | -3.8% | -29.2% | -33.1% |
| All | -17.8% | +125.3% | -143.1% | -24.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling