+30.8%
CVS vs TSCO
-42.3%
+73.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.6% |
| 7D | -2.2% | -5.7% | +3.5% | -2.0% |
| 30D | -0.1% | -8.8% | +8.7% | +0.2% |
| 3M | -5.2% | +6.3% | -11.5% | -5.4% |
| 6M | +26.9% | -32.3% | +59.2% | +28.6% |
| YTD | +22.1% | -32.7% | +54.8% | +23.1% |
| 1Y | +30.8% | -43.7% | +74.5% | +37.7% |
| All | +30.8% | -42.3% | +73.0% | +37.7% |
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