+33.1%
CVS vs TSCO
-10.5%
+43.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.2% |
| 7D | -2.0% | -3.1% | +1.2% | -1.4% |
| 30D | +1.9% | -4.4% | +6.3% | +2.8% |
| 3M | -2.2% | +9.7% | -11.9% | -4.2% |
| 6M | +26.7% | -32.4% | +59.1% | +37.1% |
| YTD | +22.9% | -31.7% | +54.5% | +32.2% |
| 1Y | +32.9% | -41.3% | +74.2% | +48.2% |
| 3Y | +62.3% | -18.3% | +80.6% | +64.8% |
| All | +33.1% | -10.5% | +43.6% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling