+45.9%
CSCO vs TSCO
-28.6%
+74.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.6% | +0.7% |
| 7D | -6.1% | +15.7% | -21.8% | -5.7% |
| 30D | -8.2% | +16.4% | -24.6% | -8.0% |
| 3M | -14.6% | +11.2% | -25.8% | -14.3% |
| 6M | +12.7% | +14.9% | -2.2% | +12.6% |
| YTD | +37.0% | -25.4% | +62.4% | +39.3% |
| 1Y | +45.9% | -29.4% | +75.3% | +48.3% |
| All | +45.9% | -28.6% | +74.6% | +48.3% |
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