+181.2%
TSCO vs CME
+282.4%
-101.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.1% | -1.7% |
| 7D | -5.7% | -1.6% | -4.1% | -5.3% |
| 30D | -8.8% | +5.6% | -14.4% | -10.1% |
| 3M | +6.3% | +5.6% | +0.7% | +4.6% |
| 6M | -32.3% | -8.3% | -24.0% | -31.0% |
| YTD | -32.7% | +4.3% | -37.0% | -33.9% |
| 1Y | -43.7% | +9.1% | -52.8% | -45.3% |
| 3Y | -19.7% | +52.1% | -71.7% | -29.6% |
| 5Y | -11.6% | +79.7% | -91.3% | -26.7% |
| All | +181.2% | +282.4% | -101.2% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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