+203.7%
TSCO vs CF
+580.6%
-376.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | +0.8% |
| 7D | +1.7% | -0.9% | +2.6% | +1.8% |
| 30D | +2.8% | +18.1% | -15.3% | +0.3% |
| 3M | +17.9% | +23.4% | -5.5% | +14.0% |
| 6M | -28.6% | +17.1% | -45.7% | -31.3% |
| YTD | -28.0% | +76.2% | -104.3% | -35.6% |
| 1Y | -39.9% | +62.3% | -102.1% | -45.5% |
| 3Y | -14.0% | +71.8% | -85.8% | -24.1% |
| 5Y | -2.9% | +234.6% | -237.5% | -26.6% |
| All | +203.7% | +580.6% | -376.9% | +101.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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