+1,740.8%
TSCO vs CAPR
-99.1%
+1,839.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.1% |
| 7D | +0.8% | -2.0% | +2.8% | +0.8% |
| 30D | +5.5% | +139.2% | -133.7% | +4.9% |
| 3M | +20.0% | -66.4% | +86.3% | +20.2% |
| 6M | -29.8% | -63.1% | +33.3% | -29.7% |
| YTD | -28.7% | -67.4% | +38.8% | -28.6% |
| 1Y | -40.9% | +58.2% | -99.2% | -42.0% |
| 3Y | -15.9% | +42.2% | -58.1% | -18.1% |
| 5Y | -3.5% | +87.3% | -90.7% | -6.3% |
| 10Y | +142.2% | -75.3% | +217.5% | +132.7% |
| All | +1,740.8% | -99.1% | +1,839.9% | +1,633.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling