+4,013.6%
CMG vs TSCO
+1,519.1%
+2,494.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.8% |
| 7D | -2.1% | -5.7% | +3.6% | +0.2% |
| 30D | +10.9% | -8.8% | +19.7% | +15.0% |
| 3M | +15.8% | +6.3% | +9.5% | +12.5% |
| 6M | +6.9% | -32.3% | +39.2% | +23.7% |
| YTD | -2.2% | -32.7% | +30.5% | +12.7% |
| 1Y | -7.1% | -43.7% | +36.6% | +14.8% |
| 3Y | -7.1% | -19.7% | +12.5% | -3.1% |
| 5Y | -4.8% | -11.6% | +6.8% | -6.4% |
| 10Y | +324.3% | +184.1% | +140.3% | +143.8% |
| All | +4,013.6% | +1,519.1% | +2,494.5% | +777.9% |
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 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