+688.6%
CAT vs TSCO
+198.9%
+489.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +7.4% | +0.3% | +7.2% | +7.4% |
| 30D | -19.7% | +11.3% | -31.0% | -22.7% |
| 3M | -29.6% | +1.5% | -31.1% | -30.4% |
| 6M | -33.2% | +24.0% | -57.2% | -38.7% |
| YTD | +5.7% | -25.7% | +31.3% | +14.3% |
| 1Y | +9.3% | -33.6% | +42.9% | +22.8% |
| 3Y | +158.3% | -1.5% | +159.9% | +148.5% |
| 5Y | +211.6% | -9.6% | +221.2% | +201.9% |
| All | +688.6% | +198.9% | +489.8% | +375.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling