+189.7%
TSCO vs CLF
+133.8%
+55.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.6% | -2.0% | -3.5% |
| 7D | -2.5% | -2.7% | +0.2% | -2.2% |
| 30D | -1.1% | -3.2% | +2.1% | -0.9% |
| 3M | +14.3% | -5.0% | +19.2% | +14.3% |
| 6M | -31.9% | +26.6% | -58.5% | -34.3% |
| YTD | -30.7% | -9.0% | -21.7% | -31.1% |
| 1Y | -41.1% | +11.8% | -52.9% | -43.3% |
| 3Y | -17.1% | -15.1% | -2.0% | -20.6% |
| 5Y | -7.5% | -48.2% | +40.7% | -8.4% |
| All | +189.7% | +133.8% | +55.8% | +129.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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