-33.2%
CAT vs TSCO
+21.8%
-55.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -1.0% |
| 7D | +7.4% | +0.3% | +7.2% | +7.5% |
| 30D | -19.7% | +11.3% | -31.0% | -15.8% |
| 3M | -29.6% | +1.5% | -31.1% | -27.8% |
| 6M | -33.2% | +24.0% | -57.2% | -26.2% |
| All | -33.2% | +21.8% | -55.0% | -26.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling