+48,339.6%
TSCO vs CHD
+7,042.8%
+41,296.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.3% | -3.3% |
| 7D | -2.5% | -4.2% | +1.7% | -1.3% |
| 30D | -1.1% | -7.6% | +6.5% | +1.1% |
| 3M | +14.3% | -1.6% | +15.9% | +14.7% |
| 6M | -31.9% | -6.3% | -25.6% | -30.6% |
| YTD | -30.7% | +14.6% | -45.3% | -33.3% |
| 1Y | -41.1% | +1.6% | -42.7% | -41.4% |
| 3Y | -17.1% | +3.1% | -20.3% | -18.5% |
| 5Y | -7.5% | +21.1% | -28.6% | -13.3% |
| 10Y | +192.6% | +128.6% | +64.0% | +130.6% |
| All | +48,339.6% | +7,042.8% | +41,296.8% | +28,085.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling