+196.8%
TSCO vs CLF
+74.2%
+122.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.2% |
| 7D | +0.3% | +10.4% | -10.1% | -0.8% |
| 30D | +11.3% | +0.6% | +10.8% | +10.7% |
| 3M | +1.5% | +4.1% | -2.6% | +0.2% |
| 6M | +24.0% | +15.1% | +8.8% | +20.2% |
| YTD | -25.7% | -4.7% | -20.9% | -27.0% |
| 1Y | -33.6% | +20.4% | -53.9% | -36.5% |
| 3Y | -1.5% | -23.4% | +21.9% | -4.8% |
| 5Y | -9.6% | -43.3% | +33.7% | -11.7% |
| All | +196.8% | +74.2% | +122.6% | +133.2% |
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