-14.0%
TSCO vs CAPR
+42.0%
-56.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.5% | +0.9% |
| 7D | +1.7% | -9.5% | +11.2% | +1.7% |
| 30D | +2.8% | +121.5% | -118.7% | +2.2% |
| 3M | +17.9% | -65.4% | +83.3% | +18.1% |
| 6M | -28.6% | -67.5% | +38.9% | -28.4% |
| YTD | -28.0% | -68.6% | +40.6% | -27.9% |
| 1Y | -39.9% | +42.7% | -82.5% | -41.3% |
| 3Y | -14.0% | +43.4% | -57.4% | -23.5% |
| All | -14.0% | +42.0% | -56.0% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling