+22.2%
CTSH vs TSCO
+185.7%
-163.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +3.4% |
| 7D | -3.7% | -5.7% | +2.0% | -1.9% |
| 30D | +3.7% | -8.8% | +12.5% | +6.9% |
| 3M | +17.9% | +6.3% | +11.6% | +15.2% |
| 6M | -2.6% | -32.3% | +29.6% | +9.7% |
| YTD | -26.4% | -32.7% | +6.3% | -17.2% |
| 1Y | -13.0% | -43.7% | +30.6% | +3.6% |
| 3Y | -11.2% | -19.7% | +8.5% | -8.4% |
| 5Y | -14.3% | -11.6% | -2.7% | -16.2% |
| All | +22.2% | +185.7% | -163.6% | -14.2% |
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