-10.4%
TSCO vs CARR
+8.3%
-18.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -3.0% | -2.0% |
| 7D | -5.7% | -3.8% | -1.9% | -4.5% |
| 30D | -8.8% | -8.9% | +0.1% | -6.0% |
| 3M | +6.3% | -17.3% | +23.6% | +12.7% |
| 6M | -32.3% | -1.4% | -30.9% | -33.3% |
| YTD | -32.7% | +10.0% | -42.7% | -36.6% |
| 1Y | -43.7% | -6.4% | -37.3% | -43.9% |
| 3Y | -19.7% | +1.5% | -21.2% | -25.1% |
| All | -10.4% | +8.3% | -18.7% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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