-3.6%
COST vs TSCO
-40.6%
+37.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.2% | -1.1% |
| 7D | -3.1% | +0.8% | -3.9% | -3.2% |
| 30D | -2.8% | +5.5% | -8.2% | -3.2% |
| 3M | -5.7% | +20.0% | -25.6% | -7.2% |
| 6M | -8.8% | -29.8% | +21.0% | -4.8% |
| YTD | +6.7% | -28.7% | +35.3% | +10.8% |
| 1Y | -3.6% | -40.9% | +37.3% | +3.1% |
| All | -3.6% | -40.6% | +37.0% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling