+12,949.3%
CAT vs TSCO
+49,750.0%
-36,800.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.6% |
| 7D | +1.7% | +0.8% | +0.9% | +1.6% |
| 30D | -6.6% | +5.5% | -12.0% | -7.1% |
| 3M | -13.3% | +20.0% | -33.3% | -15.0% |
| 6M | +11.6% | -29.8% | +41.4% | +15.2% |
| YTD | +42.9% | -28.7% | +71.6% | +47.2% |
| 1Y | +95.4% | -40.9% | +136.3% | +105.0% |
| 3Y | +196.6% | -15.9% | +212.5% | +199.6% |
| 5Y | +321.7% | -3.5% | +325.1% | +318.8% |
| 10Y | +1,140.8% | +142.2% | +998.6% | +1,022.3% |
| All | +12,949.3% | +49,750.0% | -36,800.7% | +9,573.8% |
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 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