+185.6%
TSCO vs CAPR
-78.6%
+264.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | -1.4% |
| 7D | -3.1% | -10.6% | +7.4% | -3.0% |
| 30D | -4.4% | +111.2% | -115.6% | -5.0% |
| 3M | +9.7% | -67.2% | +76.9% | +10.0% |
| 6M | -32.4% | -75.1% | +42.7% | -32.1% |
| YTD | -31.7% | -71.2% | +39.6% | -31.5% |
| 1Y | -41.3% | +31.1% | -72.4% | -42.8% |
| 3Y | -18.3% | +31.3% | -49.6% | -21.5% |
| 5Y | -10.3% | +69.4% | -79.6% | -14.3% |
| All | +185.6% | -78.6% | +264.2% | +166.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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