+181.2%
TSCO vs CAG
-36.2%
+217.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -5.7% | -5.7% | 0.0% | -4.3% |
| 30D | -8.8% | -2.4% | -6.4% | -8.3% |
| 3M | +6.3% | +9.8% | -3.5% | +3.8% |
| 6M | -32.3% | -10.8% | -21.4% | -30.7% |
| YTD | -32.7% | -10.8% | -21.9% | -31.2% |
| 1Y | -43.7% | -19.0% | -24.7% | -41.3% |
| 3Y | -19.7% | -39.7% | +20.0% | -11.4% |
| 5Y | -11.6% | -43.0% | +31.4% | -1.5% |
| All | +181.2% | -36.2% | +217.4% | +202.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling