+201.6%
CAT vs TSCO
-17.4%
+219.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.8% | 0.0% |
| 7D | +2.9% | -2.5% | +5.4% | +3.5% |
| 30D | -2.6% | -1.1% | -1.5% | -2.5% |
| 3M | -10.7% | +14.3% | -24.9% | -13.9% |
| 6M | +16.1% | -31.9% | +48.0% | +30.2% |
| YTD | +43.2% | -30.7% | +73.9% | +58.6% |
| 1Y | +96.8% | -41.1% | +137.9% | +130.6% |
| All | +201.6% | -17.4% | +219.0% | +205.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling