+593.1%
CEG vs TSCO
-10.4%
+603.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +12.1% | +0.3% | +11.8% | +12.1% |
| 30D | +0.2% | +11.3% | -11.1% | -2.5% |
| 3M | +0.7% | +1.5% | -0.8% | +0.1% |
| 6M | +2.2% | +24.0% | -21.7% | -4.0% |
| YTD | -20.3% | -25.7% | +5.4% | -14.6% |
| 1Y | -16.1% | -33.6% | +17.5% | -6.8% |
| 3Y | +134.7% | -1.5% | +136.2% | +118.0% |
| All | +593.1% | -10.4% | +603.5% | +524.4% |
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