-7.5%
TSCO vs CAPR
+76.3%
-83.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.6% | +1.0% | -3.6% |
| 7D | -2.5% | -12.6% | +10.2% | -2.4% |
| 30D | -1.1% | +124.4% | -125.5% | -1.9% |
| 3M | +14.3% | -66.8% | +81.1% | +14.6% |
| 6M | -31.9% | -71.8% | +39.9% | -31.6% |
| YTD | -30.7% | -70.1% | +39.4% | -30.5% |
| 1Y | -41.1% | +33.3% | -74.4% | -43.0% |
| 3Y | -17.1% | +36.7% | -53.9% | -25.1% |
| 5Y | -7.5% | +72.5% | -80.0% | -19.6% |
| All | -7.5% | +76.3% | -83.9% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling