+327.9%
CAT vs TSCO
-9.4%
+337.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.9% |
| 7D | +0.6% | -3.1% | +3.7% | +1.5% |
| 30D | -4.5% | -4.4% | -0.2% | -3.5% |
| 3M | -5.8% | +9.7% | -15.5% | -8.6% |
| 6M | +12.7% | -32.4% | +45.2% | +26.5% |
| YTD | +41.4% | -31.7% | +73.0% | +57.3% |
| 1Y | +92.1% | -41.3% | +133.3% | +124.5% |
| 3Y | +197.5% | -18.3% | +215.8% | +205.1% |
| 5Y | +327.9% | -10.3% | +338.2% | +317.3% |
| All | +327.9% | -9.4% | +337.3% | +317.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling