+14,371.2%
COST vs TSCO
+47,655.7%
-33,284.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | -2.5% | -3.1% | +0.6% | -2.2% |
| 30D | -4.4% | -4.4% | -0.1% | -4.0% |
| 3M | -8.1% | +9.7% | -17.8% | -9.0% |
| 6M | -9.2% | -32.4% | +23.2% | -5.9% |
| YTD | +5.1% | -31.7% | +36.8% | +8.8% |
| 1Y | -5.1% | -41.3% | +36.2% | -0.3% |
| 3Y | +70.4% | -18.3% | +88.7% | +72.2% |
| 5Y | +104.7% | -10.3% | +115.0% | +105.0% |
| 10Y | +608.8% | +188.5% | +420.4% | +533.8% |
| All | +14,371.2% | +47,655.7% | -33,284.6% | +9,668.2% |
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