-29.4%
TSCO vs AUR
-17.4%
-12.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.4% | +8.7% | +4.2% |
| 7D | +15.7% | -19.8% | +35.6% | +15.8% |
| 30D | +16.4% | -29.0% | +45.5% | +16.9% |
| 3M | +11.2% | -43.6% | +54.8% | +12.3% |
| 6M | +14.9% | -36.6% | +51.6% | +14.9% |
| YTD | -25.4% | +6.3% | -31.7% | -29.7% |
| 1Y | -29.4% | -9.0% | -20.4% | -32.4% |
| All | -29.4% | -17.4% | -12.0% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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