+3,616.8%
CLS vs TSCO
-9.4%
+3,626.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.2% |
| 7D | +5.0% | -3.1% | +8.1% | +5.7% |
| 30D | +4.8% | -4.4% | +9.1% | +5.8% |
| 3M | -10.4% | +9.7% | -20.1% | -12.9% |
| 6M | +20.8% | -32.4% | +53.2% | +35.0% |
| YTD | +10.0% | -31.7% | +41.7% | +22.4% |
| 1Y | +28.5% | -41.3% | +69.8% | +49.8% |
| 3Y | +1,292.2% | -18.3% | +1,310.5% | +1,261.2% |
| 5Y | +3,616.8% | -10.3% | +3,627.1% | +3,299.9% |
| All | +3,616.8% | -9.4% | +3,626.2% | +3,299.9% |
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 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