+181.2%
TSCO vs CB
+225.8%
-44.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -5.7% | -0.7% | -5.0% | -5.5% |
| 30D | -8.8% | -1.2% | -7.6% | -8.4% |
| 3M | +6.3% | +3.8% | +2.5% | +4.8% |
| 6M | -32.3% | +5.8% | -38.0% | -33.7% |
| YTD | -32.7% | +9.4% | -42.1% | -35.0% |
| 1Y | -43.7% | +20.7% | -64.3% | -47.4% |
| 3Y | -19.7% | +70.1% | -89.7% | -33.8% |
| 5Y | -11.6% | +101.4% | -113.0% | -31.4% |
| All | +181.2% | +225.8% | -44.5% | +86.4% |
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