+1.4%
CRM vs TSCO
-42.3%
+43.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.5% | +2.1% |
| 7D | -4.4% | -5.7% | +1.2% | -3.7% |
| 30D | +28.1% | -8.8% | +36.9% | +29.7% |
| 3M | +48.8% | +6.3% | +42.5% | +47.3% |
| 6M | +28.3% | -32.3% | +60.5% | +30.0% |
| YTD | -6.0% | -32.7% | +26.7% | -3.3% |
| 1Y | +1.4% | -43.7% | +45.1% | +5.4% |
| All | +1.4% | -42.3% | +43.7% | +5.4% |
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