-5.1%
COF vs TSCO
-28.6%
+23.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.2% | -5.4% | -2.0% |
| 7D | +0.7% | +15.7% | -15.0% | -2.4% |
| 30D | +5.7% | +16.4% | -10.7% | +2.2% |
| 3M | -6.7% | +11.2% | -17.9% | -9.0% |
| 6M | +9.5% | +14.9% | -5.4% | +5.5% |
| YTD | -13.9% | -25.4% | +11.5% | -13.9% |
| 1Y | -5.1% | -29.4% | +24.3% | -3.1% |
| All | -5.1% | -28.6% | +23.6% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling