-18.4%
TSCO vs CAG
-39.3%
+20.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.6% |
| 7D | -3.1% | -5.9% | +2.8% | -1.5% |
| 30D | -4.4% | -1.5% | -2.8% | -4.0% |
| 3M | +9.7% | +11.5% | -1.8% | +6.2% |
| 6M | -32.4% | -15.7% | -16.7% | -29.9% |
| YTD | -31.7% | -10.2% | -21.5% | -30.2% |
| 1Y | -41.3% | -18.1% | -23.2% | -38.8% |
| All | -18.4% | -39.3% | +20.8% | -12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling