-3.1%
CMG vs TSCO
-11.8%
+8.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.7% |
| 7D | -2.1% | -5.7% | +3.6% | 0.0% |
| 30D | +10.9% | -8.8% | +19.7% | +14.5% |
| 3M | +15.8% | +6.3% | +9.5% | +12.8% |
| 6M | +6.9% | -32.3% | +39.2% | +21.8% |
| YTD | -2.2% | -32.7% | +30.5% | +10.9% |
| 1Y | -7.1% | -43.7% | +36.6% | +12.6% |
| 3Y | -7.1% | -19.7% | +12.5% | -5.1% |
| All | -3.1% | -11.8% | +8.8% | -10.3% |
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