+184.8%
COP vs TSCO
-11.8%
+196.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | +2.3% | -5.7% | +8.0% | +3.2% |
| 30D | +8.6% | -8.8% | +17.4% | +10.1% |
| 3M | +19.9% | +6.3% | +13.5% | +18.4% |
| 6M | +19.0% | -32.3% | +51.3% | +27.1% |
| YTD | +50.0% | -32.7% | +82.7% | +60.0% |
| 1Y | +50.5% | -43.7% | +94.2% | +66.6% |
| 3Y | +25.2% | -19.7% | +44.9% | +25.6% |
| All | +184.8% | -11.8% | +196.6% | +184.5% |
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