+55.4%
CVS vs TSCO
-18.6%
+74.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.1% |
| 7D | -2.0% | -3.1% | +1.2% | -1.5% |
| 30D | +1.9% | -4.4% | +6.3% | +2.6% |
| 3M | -2.2% | +9.7% | -11.9% | -3.8% |
| 6M | +26.7% | -32.4% | +59.1% | +36.1% |
| YTD | +22.9% | -31.7% | +54.5% | +31.1% |
| 1Y | +32.9% | -41.3% | +74.2% | +47.0% |
| All | +55.4% | -18.6% | +74.0% | +56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling