+181.2%
TSCO vs CHD
+126.1%
+55.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -5.7% | -4.5% | -1.2% | -4.0% |
| 30D | -8.8% | -6.7% | -2.0% | -6.3% |
| 3M | +6.3% | -2.7% | +9.1% | +7.4% |
| 6M | -32.3% | -4.9% | -27.3% | -31.0% |
| YTD | -32.7% | +13.3% | -46.0% | -35.8% |
| 1Y | -43.7% | +1.0% | -44.7% | -44.0% |
| 3Y | -19.7% | +1.3% | -21.0% | -20.9% |
| 5Y | -11.6% | +20.8% | -32.5% | -19.2% |
| All | +181.2% | +126.1% | +55.1% | +127.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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