+185.6%
TSCO vs CI
+144.3%
+41.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.6% |
| 7D | -3.1% | -1.3% | -1.8% | -2.8% |
| 30D | -4.4% | +3.1% | -7.5% | -5.1% |
| 3M | +9.7% | -4.5% | +14.2% | +10.6% |
| 6M | -32.4% | +8.3% | -40.7% | -34.0% |
| YTD | -31.7% | +3.8% | -35.5% | -32.7% |
| 1Y | -41.3% | -5.0% | -36.3% | -41.3% |
| 3Y | -18.3% | +5.8% | -24.1% | -21.9% |
| 5Y | -10.3% | +50.6% | -60.9% | -22.2% |
| All | +185.6% | +144.3% | +41.3% | +128.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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