+1,792.8%
KO vs TSCO
+47,655.7%
-45,863.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.4% |
| 7D | -1.1% | -3.1% | +2.0% | -1.0% |
| 30D | +1.6% | -4.4% | +5.9% | +1.8% |
| 3M | +5.8% | +9.7% | -3.9% | +5.3% |
| 6M | +14.3% | -32.4% | +46.7% | +16.1% |
| YTD | +27.3% | -31.7% | +59.0% | +29.2% |
| 1Y | +33.2% | -41.3% | +74.4% | +36.0% |
| 3Y | +64.5% | -18.3% | +82.8% | +65.3% |
| 5Y | +83.1% | -10.3% | +93.4% | +82.9% |
| 10Y | +183.9% | +188.5% | -4.6% | +170.0% |
| All | +1,792.8% | +47,655.7% | -45,863.0% | +1,578.6% |
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