+3,154.0%
CLS vs TSCO
+185.7%
+2,968.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.5% | +8.1% | +6.9% |
| 7D | +10.9% | -5.7% | +16.6% | +12.5% |
| 30D | +2.1% | -8.8% | +10.9% | +4.3% |
| 3M | -10.2% | +6.3% | -16.5% | -12.1% |
| 6M | +30.4% | -32.3% | +62.6% | +43.6% |
| YTD | +17.2% | -32.7% | +49.9% | +29.3% |
| 1Y | +41.0% | -43.7% | +84.7% | +63.5% |
| 3Y | +1,338.0% | -19.7% | +1,357.6% | +1,354.6% |
| 5Y | +3,860.6% | -11.6% | +3,872.2% | +3,734.1% |
| All | +3,154.0% | +185.7% | +2,968.2% | +2,303.8% |
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 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