-29.6%
CLS vs TSCO
-28.6%
-1.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +4.2% | -13.3% | -8.0% |
| 7D | -21.1% | +15.7% | -36.9% | -18.5% |
| 30D | -38.2% | +16.4% | -54.6% | -36.0% |
| 3M | -36.3% | +11.2% | -47.5% | -34.2% |
| 6M | -43.8% | +14.9% | -58.7% | -41.1% |
| YTD | -20.0% | -25.4% | +5.4% | -6.1% |
| 1Y | -29.6% | -29.4% | -0.2% | -16.9% |
| All | -29.6% | -28.6% | -1.0% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling