+16.2%
CSX vs TSCO
-31.1%
+47.3%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.3% | +0.7% |
| 7D | -3.4% | +0.8% | -4.2% | -3.5% |
| 30D | -3.1% | +5.5% | -8.5% | -3.9% |
| 3M | +7.2% | +20.0% | -12.8% | +4.2% |
| 6M | +16.2% | -29.8% | +46.0% | +25.1% |
| All | +16.2% | -31.1% | +47.3% | +25.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling