-5.3%
TSCO vs CL
+41.7%
-47.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +6.8% | +2.6% | +4.3% | +5.6% |
| 30D | +11.3% | +11.8% | -0.5% | +5.8% |
| 3M | +9.1% | +5.9% | +3.2% | +6.2% |
| 6M | +24.2% | +13.3% | +10.9% | +17.1% |
| YTD | -23.5% | +27.1% | -50.7% | -31.6% |
| 1Y | -30.8% | +28.0% | -58.8% | -38.3% |
| 3Y | +0.1% | +39.4% | -39.3% | -15.2% |
| 5Y | -5.3% | +40.8% | -46.1% | -17.9% |
| All | -5.3% | +41.7% | -47.1% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling