+496.7%
CSX vs TSCO
+189.4%
+307.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.4% | -0.1% |
| 7D | -0.6% | -2.5% | +1.9% | +0.2% |
| 30D | -3.2% | -1.1% | -2.1% | -3.0% |
| 3M | +2.6% | +14.3% | -11.7% | -2.1% |
| 6M | +19.8% | -31.9% | +51.7% | +34.6% |
| YTD | +34.7% | -30.7% | +65.3% | +49.8% |
| 1Y | +52.1% | -41.1% | +93.2% | +78.6% |
| 3Y | +68.4% | -17.1% | +85.6% | +72.3% |
| 5Y | +65.1% | -7.5% | +72.6% | +59.2% |
| 10Y | +496.7% | +192.6% | +304.1% | +269.2% |
| All | +496.7% | +189.4% | +307.3% | +269.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling