-2.9%
TSCO vs CB
+98.8%
-101.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.4% |
| 7D | +1.7% | -0.6% | +2.3% | +1.8% |
| 30D | +2.8% | -3.9% | +6.7% | +4.2% |
| 3M | +17.9% | +4.9% | +13.0% | +15.5% |
| 6M | -28.6% | +3.3% | -31.8% | -29.7% |
| YTD | -28.0% | +8.5% | -36.6% | -30.5% |
| 1Y | -39.9% | +22.1% | -61.9% | -44.6% |
| 3Y | -14.0% | +70.1% | -84.1% | -31.6% |
| 5Y | -2.9% | +97.4% | -100.3% | -24.2% |
| All | -2.9% | +98.8% | -101.8% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling