+181.2%
TSCO vs CLX
-3.7%
+184.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.2% |
| 7D | -5.7% | -5.7% | 0.0% | -4.0% |
| 30D | -8.8% | -17.0% | +8.3% | -3.8% |
| 3M | +6.3% | -9.7% | +16.0% | +9.2% |
| 6M | -32.3% | -19.8% | -12.4% | -28.2% |
| YTD | -32.7% | -9.8% | -22.8% | -31.0% |
| 1Y | -43.7% | -26.2% | -17.5% | -39.1% |
| 3Y | -19.7% | -36.2% | +16.5% | -10.5% |
| 5Y | -11.6% | -38.3% | +26.7% | -2.2% |
| All | +181.2% | -3.7% | +184.9% | +194.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling