+0.4%
CCL vs TSCO
-9.4%
+9.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.3% |
| 7D | -4.3% | -3.1% | -1.2% | -2.8% |
| 30D | -19.0% | -4.4% | -14.6% | -17.3% |
| 3M | -13.1% | +9.7% | -22.8% | -17.4% |
| 6M | -13.3% | -32.4% | +19.1% | +5.1% |
| YTD | -25.2% | -31.7% | +6.4% | -10.9% |
| 1Y | -27.2% | -41.3% | +14.1% | -6.2% |
| 3Y | +49.2% | -18.3% | +67.5% | +49.6% |
| 5Y | +0.4% | -10.3% | +10.6% | -5.7% |
| All | +0.4% | -9.4% | +9.7% | -5.7% |
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 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