+41.0%
CLS vs TSCO
-42.3%
+83.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.5% | +8.1% | +6.5% |
| 7D | +10.9% | -5.7% | +16.6% | +10.5% |
| 30D | +2.1% | -8.8% | +10.9% | +1.6% |
| 3M | -10.2% | +6.3% | -16.5% | -9.5% |
| 6M | +30.4% | -32.3% | +62.6% | +43.4% |
| YTD | +17.2% | -32.7% | +49.9% | +32.1% |
| 1Y | +41.0% | -43.7% | +84.7% | +64.2% |
| All | +41.0% | -42.3% | +83.3% | +64.2% |
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