+3,463.3%
COP vs TSCO
+51,830.1%
-48,366.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.6% |
| 7D | +4.4% | +0.3% | +4.1% | +4.4% |
| 30D | 0.0% | +11.3% | -11.4% | -0.9% |
| 3M | +15.0% | +1.5% | +13.6% | +14.7% |
| 6M | +22.0% | +24.0% | -2.0% | +19.8% |
| YTD | +55.3% | -25.7% | +81.0% | +57.8% |
| 1Y | +64.1% | -33.6% | +97.7% | +68.1% |
| 3Y | +34.1% | -1.5% | +35.6% | +33.1% |
| 5Y | +133.4% | -9.6% | +143.0% | +132.2% |
| 10Y | +338.6% | +200.8% | +137.8% | +303.1% |
| All | +3,463.3% | +51,830.1% | -48,366.7% | +2,759.1% |
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 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