+43.1%
COF vs TSCO
-11.8%
+55.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.1% |
| 7D | -5.1% | -5.7% | +0.5% | -3.3% |
| 30D | -6.0% | -8.8% | +2.7% | -3.1% |
| 3M | +14.8% | +6.3% | +8.5% | +12.1% |
| 6M | +15.3% | -32.3% | +47.6% | +30.7% |
| YTD | -13.0% | -32.7% | +19.6% | -1.9% |
| 1Y | -5.7% | -43.7% | +38.0% | +13.4% |
| 3Y | +118.1% | -19.7% | +137.8% | +122.4% |
| All | +43.1% | -11.8% | +55.0% | +41.3% |
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