+3,419.7%
CLS vs TSCO
+13,977.7%
-10,558.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.9% | +4.8% | +5.4% |
| 7D | +12.8% | +1.7% | +11.1% | +12.2% |
| 30D | +3.8% | +2.8% | +1.0% | +2.9% |
| 3M | -14.6% | +17.9% | -32.5% | -18.9% |
| 6M | +32.2% | -28.6% | +60.8% | +43.1% |
| YTD | +11.6% | -28.0% | +39.7% | +20.4% |
| 1Y | +35.1% | -39.9% | +74.9% | +52.9% |
| 3Y | +1,312.5% | -14.0% | +1,326.5% | +1,318.6% |
| 5Y | +3,542.1% | -2.9% | +3,545.0% | +3,390.4% |
| 10Y | +2,944.0% | +199.5% | +2,744.5% | +1,938.1% |
| All | +3,419.7% | +13,977.7% | -10,558.0% | +810.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling