+108.4%
CSCO vs TSCO
-17.4%
+125.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +0.8% |
| 7D | 0.0% | -2.5% | +2.4% | +0.3% |
| 30D | -10.7% | -1.1% | -9.6% | -10.6% |
| 3M | -8.7% | +14.3% | -23.0% | -10.7% |
| 6M | +44.9% | -31.9% | +76.8% | +54.4% |
| YTD | +44.1% | -30.7% | +74.8% | +52.5% |
| 1Y | +65.9% | -41.1% | +106.9% | +81.6% |
| All | +108.4% | -17.4% | +125.8% | +106.0% |
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 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