+158.9%
CAT vs TSCO
-1.5%
+160.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.0% | +4.9% | +3.2% |
| 7D | +1.7% | +0.4% | +1.3% | +1.7% |
| 30D | -24.6% | +9.8% | -34.4% | -25.8% |
| 3M | -28.5% | +4.8% | -33.3% | -29.1% |
| 6M | -34.8% | +23.3% | -58.1% | -38.3% |
| YTD | +5.9% | -25.1% | +31.0% | +15.6% |
| 1Y | +6.8% | -32.7% | +39.6% | +21.0% |
| All | +158.9% | -1.5% | +160.5% | +146.7% |
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 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