+95.4%
CAT vs TSCO
-40.6%
+136.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.7% |
| 7D | +1.7% | +0.8% | +0.9% | +1.7% |
| 30D | -6.6% | +5.5% | -12.0% | -6.7% |
| 3M | -13.3% | +20.0% | -33.3% | -13.9% |
| 6M | +11.6% | -29.8% | +41.4% | +19.0% |
| YTD | +42.9% | -28.7% | +71.6% | +51.0% |
| 1Y | +95.4% | -40.9% | +136.3% | +116.7% |
| All | +95.4% | -40.6% | +136.1% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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