+1,936.2%
CVS vs TSCO
+48,339.6%
-46,403.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +2.9% | -0.4% |
| 7D | -1.9% | -2.5% | +0.6% | -1.7% |
| 30D | -0.3% | -1.1% | +0.8% | -0.2% |
| 3M | -1.1% | +14.3% | -15.4% | -2.3% |
| 6M | +23.7% | -31.9% | +55.6% | +27.3% |
| YTD | +23.0% | -30.7% | +53.7% | +26.3% |
| 1Y | +37.2% | -41.1% | +78.2% | +42.7% |
| 3Y | +62.4% | -17.1% | +79.6% | +63.8% |
| 5Y | +31.8% | -7.5% | +39.4% | +31.2% |
| 10Y | +41.9% | +192.6% | -150.7% | +28.4% |
| All | +1,936.2% | +48,339.6% | -46,403.4% | +1,407.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling