-40.9%
TSCO vs CFG
+40.4%
-81.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +0.8% | +1.5% | -0.8% | +0.3% |
| 30D | +5.5% | -3.8% | +9.3% | +6.6% |
| 3M | +20.0% | +11.5% | +8.5% | +15.7% |
| 6M | -29.8% | +19.2% | -49.0% | -33.6% |
| YTD | -28.7% | +23.7% | -52.4% | -33.9% |
| 1Y | -40.9% | +38.8% | -79.8% | -47.4% |
| All | -40.9% | +40.4% | -81.3% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling