+35.4%
CVS vs TSCO
-40.6%
+76.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.5% |
| 7D | +4.0% | +0.8% | +3.2% | +3.9% |
| 30D | -2.4% | +5.5% | -7.9% | -2.5% |
| 3M | +2.7% | +20.0% | -17.3% | +2.2% |
| 6M | +21.9% | -29.8% | +51.7% | +23.5% |
| YTD | +24.7% | -28.7% | +53.4% | +25.6% |
| 1Y | +35.4% | -40.9% | +76.4% | +41.3% |
| All | +35.4% | -40.6% | +76.1% | +41.3% |
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