-41.3%
TSCO vs CLF
+8.7%
-50.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.7% | -1.3% |
| 7D | -3.1% | -3.7% | +0.5% | -2.9% |
| 30D | -4.4% | -4.7% | +0.3% | -4.1% |
| 3M | +9.7% | -4.7% | +14.4% | +9.6% |
| 6M | -32.4% | +24.0% | -56.4% | -34.3% |
| YTD | -31.7% | -10.9% | -20.7% | -32.2% |
| 1Y | -41.3% | +4.0% | -45.3% | -42.0% |
| All | -41.3% | +8.7% | -50.0% | -42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling