+5,523.6%
COF vs TSCO
+13,544.5%
-8,020.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.4% |
| 7D | -6.1% | -3.1% | -3.0% | -5.2% |
| 30D | -5.2% | -4.4% | -0.8% | -4.0% |
| 3M | +17.0% | +9.7% | +7.3% | +13.6% |
| 6M | +12.9% | -32.4% | +45.3% | +25.7% |
| YTD | -13.5% | -31.7% | +18.1% | -4.5% |
| 1Y | -5.9% | -41.3% | +35.4% | +8.6% |
| 3Y | +117.1% | -18.3% | +135.4% | +124.2% |
| 5Y | +45.4% | -10.3% | +55.6% | +44.2% |
| 10Y | +244.1% | +188.5% | +55.6% | +137.4% |
| All | +5,523.6% | +13,544.5% | -8,020.9% | +1,411.2% |
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