+8.9%
CRCL vs TSCO
-31.3%
+40.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.5% |
| 7D | -11.2% | -5.7% | -5.6% | -10.5% |
| 30D | +27.1% | -8.8% | +35.9% | +28.5% |
| 3M | +9.6% | +6.3% | +3.3% | +8.7% |
| 6M | -19.7% | -32.3% | +12.6% | -5.2% |
| YTD | +14.2% | -32.7% | +46.9% | +30.3% |
| 1Y | -32.2% | -43.7% | +11.4% | -10.4% |
| All | +8.9% | -31.3% | +40.1% | +32.1% |
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