+9,545.5%
CAT vs TSCO
+51,830.1%
-42,284.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | +7.4% | +0.3% | +7.2% | +7.4% |
| 30D | -19.7% | +11.3% | -31.0% | -20.7% |
| 3M | -29.6% | +1.5% | -31.1% | -29.9% |
| 6M | -33.2% | +24.0% | -57.2% | -35.0% |
| YTD | +5.7% | -25.7% | +31.3% | +8.1% |
| 1Y | +9.3% | -33.6% | +42.9% | +13.1% |
| 3Y | +158.3% | -1.5% | +159.9% | +156.4% |
| 5Y | +211.6% | -9.6% | +221.2% | +210.6% |
| 10Y | +698.5% | +200.8% | +497.7% | +608.4% |
| All | +9,545.5% | +51,830.1% | -42,284.6% | +7,003.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling