+196.8%
TSCO vs CL
+88.0%
+108.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.3% |
| 7D | +0.3% | +3.2% | -2.9% | -1.1% |
| 30D | +11.3% | +8.0% | +3.3% | +7.8% |
| 3M | +1.5% | +7.9% | -6.4% | -1.8% |
| 6M | +24.0% | +14.7% | +9.2% | +16.6% |
| YTD | -25.7% | +29.2% | -54.8% | -33.6% |
| 1Y | -33.6% | +29.5% | -63.1% | -40.8% |
| 3Y | -1.5% | +40.7% | -42.2% | -15.9% |
| 5Y | -9.6% | +43.9% | -53.5% | -24.0% |
| All | +196.8% | +88.0% | +108.8% | +128.3% |
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