-33.7%
CMCSA vs TSCO
-19.8%
-13.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.6% |
| 7D | -4.9% | -5.7% | +0.8% | -3.1% |
| 30D | -1.1% | -8.8% | +7.7% | +1.7% |
| 3M | +6.6% | +6.3% | +0.2% | +4.5% |
| 6M | -15.5% | -32.3% | +16.8% | -5.3% |
| YTD | -6.7% | -32.7% | +26.0% | +3.9% |
| 1Y | -15.6% | -43.7% | +28.1% | -0.1% |
| 3Y | -33.7% | -19.7% | -14.0% | -35.8% |
| All | -33.7% | -19.8% | -13.9% | -35.8% |
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 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