-40.4%
TSCO vs CB
+23.2%
-63.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -3.9% | -3.7% |
| 7D | -2.5% | -0.5% | -1.9% | -2.4% |
| 30D | -1.1% | -3.1% | +2.0% | -0.4% |
| 3M | +14.3% | +4.2% | +10.1% | +12.7% |
| 6M | -31.9% | +4.7% | -36.6% | -32.7% |
| YTD | -30.7% | +8.8% | -39.5% | -31.9% |
| All | -40.4% | +23.2% | -63.6% | -43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling