-13.0%
CTSH vs TSCO
-42.3%
+29.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +3.3% |
| 7D | -3.7% | -5.7% | +2.0% | -2.3% |
| 30D | +3.7% | -8.8% | +12.5% | +6.0% |
| 3M | +17.9% | +6.3% | +11.6% | +16.1% |
| 6M | -2.6% | -32.3% | +29.6% | +0.7% |
| YTD | -26.4% | -32.7% | +6.3% | -23.9% |
| 1Y | -13.0% | -43.7% | +30.6% | -10.7% |
| All | -13.0% | -42.3% | +29.2% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling