+1,512.2%
TSCO vs CF
+5,948.3%
-4,436.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.4% | +1.7% |
| 7D | +0.8% | +6.0% | -5.2% | -0.3% |
| 30D | +5.5% | +14.8% | -9.4% | +2.8% |
| 3M | +20.0% | +14.1% | +5.9% | +16.7% |
| 6M | -29.8% | +28.5% | -58.3% | -34.1% |
| YTD | -28.7% | +74.9% | -103.6% | -36.8% |
| 1Y | -40.9% | +61.7% | -102.6% | -47.0% |
| 3Y | -15.9% | +80.3% | -96.3% | -27.2% |
| 5Y | -3.5% | +226.0% | -229.4% | -27.4% |
| 10Y | +142.2% | +569.9% | -427.6% | +49.6% |
| All | +1,512.2% | +5,948.3% | -4,436.1% | +344.4% |
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