+11.8%
CRM vs TSCO
-19.8%
+31.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.5% | +2.2% |
| 7D | -4.4% | -5.7% | +1.2% | -3.3% |
| 30D | +28.1% | -8.8% | +36.9% | +30.4% |
| 3M | +48.8% | +6.3% | +42.5% | +46.7% |
| 6M | +28.3% | -32.3% | +60.5% | +37.5% |
| YTD | -6.0% | -32.7% | +26.7% | +0.7% |
| 1Y | +1.4% | -43.7% | +45.1% | +13.2% |
| 3Y | +11.8% | -19.7% | +31.5% | +10.5% |
| All | +11.8% | -19.8% | +31.7% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling