-10.3%
TSCO vs CG
+2.7%
-13.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +0.9% | -0.9% |
| 7D | -3.1% | -9.8% | +6.7% | -0.8% |
| 30D | -4.4% | -10.3% | +5.9% | -2.1% |
| 3M | +9.7% | -1.7% | +11.3% | +9.8% |
| 6M | -32.4% | -9.8% | -22.6% | -31.1% |
| YTD | -31.7% | -25.6% | -6.1% | -27.6% |
| 1Y | -41.3% | -32.5% | -8.8% | -36.6% |
| 3Y | -18.3% | +45.6% | -64.0% | -30.4% |
| 5Y | -10.3% | +3.7% | -13.9% | -20.4% |
| All | -10.3% | +2.7% | -13.0% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling