+1,623.3%
TSCO vs CF
+5,310.1%
-3,686.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +5.9% | -0.9% | +6.8% | +6.0% |
| 30D | +11.0% | +6.9% | +4.0% | +9.6% |
| 3M | +9.0% | +4.8% | +4.1% | +7.6% |
| 6M | +23.9% | +4.7% | +19.2% | +21.7% |
| YTD | -23.7% | +56.5% | -80.2% | -31.3% |
| 1Y | -29.4% | +48.4% | -77.8% | -35.9% |
| 3Y | +1.6% | +59.1% | -57.6% | -10.3% |
| 5Y | -7.1% | +109.5% | -116.6% | -24.3% |
| 10Y | +227.5% | +487.0% | -259.4% | +107.2% |
| All | +1,623.3% | +5,310.1% | -3,686.9% | +382.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling