+337.1%
TSCO vs CG
+341.4%
-4.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.0% | +1.3% |
| 7D | +1.7% | -1.3% | +2.9% | +1.9% |
| 30D | +2.8% | -3.2% | +6.0% | +3.4% |
| 3M | +17.9% | +6.2% | +11.7% | +15.9% |
| 6M | -28.6% | -4.7% | -23.9% | -28.2% |
| YTD | -28.0% | -20.6% | -7.4% | -25.0% |
| 1Y | -39.9% | -26.4% | -13.5% | -36.5% |
| 3Y | -14.0% | +55.4% | -69.4% | -25.9% |
| 5Y | -2.9% | +9.8% | -12.7% | -12.3% |
| 10Y | +199.5% | +341.4% | -141.9% | +93.7% |
| All | +337.1% | +341.4% | -4.3% | +175.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling