-19.7%
TSCO vs AUR
+84.2%
-103.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.6% |
| 7D | -5.7% | +1.4% | -7.1% | -5.7% |
| 30D | -8.8% | -6.4% | -2.4% | -8.5% |
| 3M | +6.3% | +7.7% | -1.4% | +5.5% |
| 6M | -32.3% | +44.5% | -76.8% | -34.4% |
| YTD | -32.7% | +67.4% | -100.1% | -35.6% |
| 1Y | -43.7% | +15.4% | -59.1% | -45.0% |
| 3Y | -19.7% | +94.8% | -114.5% | -35.4% |
| All | -19.7% | +84.2% | -103.9% | -35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling