+196.8%
TSCO vs CB
+250.2%
-53.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | +0.3% | +2.9% | -2.7% | -0.7% |
| 30D | +11.3% | +7.3% | +4.0% | +8.8% |
| 3M | +1.5% | +9.4% | -7.9% | -1.6% |
| 6M | +24.0% | +19.6% | +4.3% | +16.4% |
| YTD | -25.7% | +21.5% | -47.2% | -30.7% |
| 1Y | -33.6% | +28.0% | -61.6% | -39.1% |
| 3Y | -1.5% | +74.9% | -76.4% | -19.6% |
| 5Y | -9.6% | +108.1% | -117.7% | -30.7% |
| All | +196.8% | +250.2% | -53.4% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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