-15.4%
TSCO vs CF
+77.0%
-92.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.4% | +1.2% |
| 7D | +0.8% | +6.0% | -5.2% | +0.7% |
| 30D | +5.5% | +14.8% | -9.4% | +5.2% |
| 3M | +20.0% | +14.1% | +5.9% | +19.6% |
| 6M | -29.8% | +28.5% | -58.3% | -31.6% |
| YTD | -28.7% | +74.9% | -103.6% | -33.7% |
| 1Y | -40.9% | +61.7% | -102.6% | -44.5% |
| All | -15.4% | +77.0% | -92.3% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling