+62.9%
KO vs TSCO
-18.6%
+81.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.5% |
| 7D | -1.1% | -3.1% | +2.0% | -0.7% |
| 30D | +1.6% | -4.4% | +5.9% | +2.1% |
| 3M | +5.8% | +9.7% | -3.9% | +4.4% |
| 6M | +14.3% | -32.4% | +46.7% | +20.0% |
| YTD | +27.3% | -31.7% | +59.0% | +33.3% |
| 1Y | +33.2% | -41.3% | +74.4% | +42.0% |
| All | +62.9% | -18.6% | +81.5% | +62.5% |
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