+8,253.9%
CSCO vs TSCO
+50,177.4%
-41,923.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -0.5% | +1.7% | -2.2% | -0.7% |
| 30D | -10.1% | +2.8% | -12.9% | -10.4% |
| 3M | -11.7% | +17.9% | -29.6% | -13.5% |
| 6M | +40.1% | -28.6% | +68.7% | +44.9% |
| YTD | +43.8% | -28.0% | +71.8% | +48.4% |
| 1Y | +66.6% | -39.9% | +106.5% | +75.4% |
| 3Y | +108.5% | -14.0% | +122.5% | +109.7% |
| 5Y | +114.0% | -2.9% | +116.9% | +111.2% |
| 10Y | +366.8% | +199.5% | +167.3% | +306.6% |
| All | +8,253.9% | +50,177.4% | -41,923.6% | +5,305.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling