-10.0%
CRM vs TSCO
-28.6%
+18.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.2% | -2.0% | +1.6% |
| 7D | -6.2% | +15.7% | -21.9% | -8.2% |
| 30D | -1.2% | +16.4% | -17.6% | -3.3% |
| 3M | +19.1% | +11.2% | +7.9% | +17.2% |
| 6M | +23.0% | +14.9% | +8.1% | +19.9% |
| YTD | -13.7% | -25.4% | +11.7% | -11.6% |
| 1Y | -10.0% | -29.4% | +19.4% | -6.1% |
| All | -10.0% | -28.6% | +18.6% | -6.1% |
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