+32,929.6%
CTSH vs TSCO
+15,629.2%
+17,300.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.9% | -4.7% | -4.1% |
| 7D | -5.5% | +1.7% | -7.1% | -5.9% |
| 30D | +4.5% | +2.8% | +1.7% | +3.7% |
| 3M | +13.7% | +17.9% | -4.2% | +8.5% |
| 6M | -8.4% | -28.6% | +20.2% | -0.3% |
| YTD | -26.5% | -28.0% | +1.5% | -20.4% |
| 1Y | -13.9% | -39.9% | +25.9% | -2.4% |
| 3Y | -11.3% | -14.0% | +2.7% | -9.9% |
| 5Y | -14.8% | -2.9% | -11.9% | -17.3% |
| 10Y | +22.5% | +199.5% | -177.0% | -14.0% |
| All | +32,929.6% | +15,629.2% | +17,300.3% | +12,648.9% |
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