+220.4%
TSCO vs CF
+494.2%
-273.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.1% |
| 7D | +6.8% | +4.8% | +2.1% | +6.1% |
| 30D | +11.3% | +9.7% | +1.6% | +9.7% |
| 3M | +9.1% | +1.2% | +7.8% | +8.5% |
| 6M | +24.2% | +7.4% | +16.8% | +21.9% |
| YTD | -23.5% | +60.5% | -84.1% | -30.9% |
| 1Y | -30.8% | +50.7% | -81.5% | -36.8% |
| 3Y | +0.1% | +64.8% | -64.7% | -11.5% |
| 5Y | -5.3% | +115.8% | -121.1% | -22.9% |
| 10Y | +220.4% | +481.0% | -260.7% | +114.9% |
| All | +220.4% | +494.2% | -273.8% | +114.9% |
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