+181.2%
TSCO vs CG
+314.7%
-133.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.1% |
| 7D | -5.7% | -9.9% | +4.2% | -3.4% |
| 30D | -8.8% | -11.7% | +2.9% | -6.3% |
| 3M | +6.3% | -4.3% | +10.6% | +7.1% |
| 6M | -32.3% | -8.8% | -23.5% | -31.2% |
| YTD | -32.7% | -26.9% | -5.8% | -28.5% |
| 1Y | -43.7% | -35.4% | -8.3% | -38.6% |
| 3Y | -19.7% | +43.0% | -62.7% | -30.0% |
| 5Y | -11.6% | +1.9% | -13.5% | -19.4% |
| All | +181.2% | +314.7% | -133.5% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling