-29.4%
TSCO vs CLX
-6.5%
-22.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.7% | -1.5% | +1.8% |
| 7D | +15.7% | +14.2% | +1.5% | +9.3% |
| 30D | +16.4% | +22.7% | -6.2% | +6.9% |
| 3M | +11.2% | -2.8% | +14.0% | +11.1% |
| 6M | +14.9% | +17.7% | -2.8% | +5.4% |
| YTD | -25.4% | +3.3% | -28.8% | -25.6% |
| 1Y | -29.4% | -5.6% | -23.8% | -27.2% |
| All | -29.4% | -6.5% | -22.8% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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