+40.0%
CVS vs TSCO
+185.7%
-145.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.3% |
| 7D | -2.2% | -5.7% | +3.5% | -0.8% |
| 30D | -0.1% | -8.8% | +8.7% | +2.2% |
| 3M | -5.2% | +6.3% | -11.5% | -6.9% |
| 6M | +26.9% | -32.3% | +59.2% | +38.9% |
| YTD | +22.1% | -32.7% | +54.8% | +33.4% |
| 1Y | +30.8% | -43.7% | +74.5% | +49.9% |
| 3Y | +54.4% | -19.7% | +74.1% | +57.9% |
| 5Y | +33.4% | -11.6% | +45.0% | +29.9% |
| All | +40.0% | +185.7% | -145.7% | -8.0% |
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