-47.2%
CMCSA vs TSCO
-11.8%
-35.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.5% |
| 7D | -4.9% | -5.7% | +0.8% | -3.3% |
| 30D | -1.1% | -8.8% | +7.7% | +1.5% |
| 3M | +6.6% | +6.3% | +0.2% | +4.6% |
| 6M | -15.5% | -32.3% | +16.8% | -6.5% |
| YTD | -6.7% | -32.7% | +26.0% | +2.9% |
| 1Y | -15.6% | -43.7% | +28.1% | -2.1% |
| 3Y | -33.7% | -19.7% | -14.0% | -31.2% |
| All | -47.2% | -11.8% | -35.4% | -47.0% |
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