+243.5%
TSCO vs CFG
+390.8%
-147.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.1% |
| 7D | +1.7% | +2.7% | -1.0% | +1.0% |
| 30D | +2.8% | -3.7% | +6.5% | +3.7% |
| 3M | +17.9% | +9.5% | +8.4% | +15.3% |
| 6M | -28.6% | +22.2% | -50.8% | -32.0% |
| YTD | -28.0% | +22.3% | -50.4% | -31.6% |
| 1Y | -39.9% | +39.4% | -79.3% | -44.6% |
| 3Y | -14.0% | +188.5% | -202.5% | -34.3% |
| 5Y | -2.9% | +101.5% | -104.5% | -21.4% |
| 10Y | +199.5% | +308.6% | -109.1% | +86.8% |
| All | +243.5% | +390.8% | -147.3% | +86.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling