+7.1%
CRM vs TSCO
-40.6%
+47.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.1% |
| 7D | +1.3% | +0.8% | +0.5% | +1.1% |
| 30D | +34.3% | +5.5% | +28.9% | +33.2% |
| 3M | +37.7% | +20.0% | +17.7% | +34.3% |
| 6M | +34.9% | -29.8% | +64.7% | +36.6% |
| YTD | -1.6% | -28.7% | +27.0% | +0.7% |
| 1Y | +7.1% | -40.9% | +48.0% | +13.0% |
| All | +7.1% | -40.6% | +47.8% | +13.0% |
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