+46,929.1%
TSCO vs CAKE
+2,739.7%
+44,189.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.8% |
| 7D | -5.7% | -4.5% | -1.1% | -4.8% |
| 30D | -8.8% | -12.4% | +3.7% | -6.3% |
| 3M | +6.3% | +37.3% | -31.0% | -0.8% |
| 6M | -32.3% | +70.7% | -103.0% | -39.7% |
| YTD | -32.7% | +106.0% | -138.7% | -42.6% |
| 1Y | -43.7% | +79.7% | -123.3% | -50.7% |
| 3Y | -19.7% | +267.8% | -287.4% | -40.5% |
| 5Y | -11.6% | +159.9% | -171.5% | -31.9% |
| 10Y | +184.1% | +154.3% | +29.7% | +95.5% |
| All | +46,929.1% | +2,739.7% | +44,189.5% | +14,912.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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