+192.6%
TSCO vs CL
+54.1%
+138.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.2% | -3.5% |
| 7D | -2.5% | -2.3% | -0.2% | -1.5% |
| 30D | -1.1% | -5.5% | +4.4% | +1.3% |
| 3M | +14.3% | +0.8% | +13.4% | +13.7% |
| 6M | -31.9% | -4.2% | -27.7% | -30.8% |
| YTD | -30.7% | +13.4% | -44.1% | -34.4% |
| 1Y | -41.1% | +7.1% | -48.1% | -43.0% |
| 3Y | -17.1% | +29.0% | -46.2% | -26.4% |
| 5Y | -7.5% | +28.3% | -35.8% | -18.1% |
| 10Y | +192.6% | +57.3% | +135.3% | +139.9% |
| All | +192.6% | +54.1% | +138.5% | +139.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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