+1,284.2%
CLS vs TSCO
-17.4%
+1,301.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.7% | +4.8% | +1.5% |
| 7D | +20.1% | -2.5% | +22.6% | +20.4% |
| 30D | +6.0% | -1.1% | +7.2% | +6.1% |
| 3M | -10.3% | +14.3% | -24.6% | -12.0% |
| 6M | +24.5% | -31.9% | +56.4% | +35.5% |
| YTD | +12.9% | -30.7% | +43.5% | +22.6% |
| 1Y | +36.7% | -41.1% | +77.7% | +53.5% |
| All | +1,284.2% | -17.4% | +1,301.6% | +1,196.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling