-32.3%
TSCO vs CARR
-0.8%
-31.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -3.0% | -1.7% |
| 7D | -5.7% | -3.8% | -1.9% | -5.2% |
| 30D | -8.8% | -8.9% | +0.1% | -7.8% |
| 3M | +6.3% | -17.3% | +23.6% | +8.3% |
| 6M | -32.3% | -1.4% | -30.9% | -33.5% |
| All | -32.3% | -0.8% | -31.5% | -33.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling