+118.1%
COF vs TSCO
-19.8%
+137.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.0% |
| 7D | -5.1% | -5.7% | +0.5% | -3.6% |
| 30D | -6.0% | -8.8% | +2.7% | -3.6% |
| 3M | +14.8% | +6.3% | +8.5% | +12.5% |
| 6M | +15.3% | -32.3% | +47.6% | +28.2% |
| YTD | -13.0% | -32.7% | +19.6% | -4.0% |
| 1Y | -5.7% | -43.7% | +38.0% | +10.4% |
| 3Y | +118.1% | -19.7% | +137.8% | +112.0% |
| All | +118.1% | -19.8% | +137.9% | +112.0% |
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 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