-42.6%
CCL vs TSCO
+185.7%
-228.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.8% | +1.8% |
| 7D | -3.2% | -5.7% | +2.4% | -1.1% |
| 30D | -17.8% | -8.8% | -9.0% | -14.9% |
| 3M | -18.7% | +6.3% | -25.0% | -20.8% |
| 6M | -11.4% | -32.3% | +20.9% | +2.2% |
| YTD | -24.3% | -32.7% | +8.4% | -13.1% |
| 1Y | -28.8% | -43.7% | +14.9% | -12.6% |
| 3Y | +49.3% | -19.7% | +69.0% | +56.4% |
| 5Y | +1.6% | -11.6% | +13.2% | +2.2% |
| All | -42.6% | +185.7% | -228.4% | -58.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling