+1,574.9%
TSCO vs CF
+5,315.1%
-3,740.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +7.1% | -3.2% | +10.3% | +7.6% |
| 30D | +11.8% | +4.3% | +7.5% | +10.8% |
| 3M | +7.4% | +2.8% | +4.6% | +6.4% |
| 6M | +13.4% | +0.6% | +12.8% | +12.2% |
| YTD | -25.9% | +56.6% | -82.5% | -33.3% |
| 1Y | -29.9% | +49.6% | -79.5% | -36.4% |
| 3Y | -3.4% | +61.5% | -64.8% | -14.8% |
| 5Y | -9.4% | +124.0% | -133.4% | -27.1% |
| 10Y | +227.1% | +573.2% | -346.1% | +101.6% |
| All | +1,574.9% | +5,315.1% | -3,740.2% | +369.0% |
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