-11.0%
TSCO vs CART
+14.3%
-25.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.0% | +6.9% | +1.5% |
| 7D | +1.7% | -4.1% | +5.8% | +2.1% |
| 30D | +2.8% | -4.3% | +7.1% | +3.2% |
| 3M | +17.9% | +13.1% | +4.8% | +16.0% |
| 6M | -28.6% | +26.0% | -54.6% | -30.7% |
| YTD | -28.0% | +6.7% | -34.8% | -29.0% |
| 1Y | -39.9% | +6.3% | -46.1% | -40.8% |
| All | -11.0% | +14.3% | -25.3% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling