+181.2%
TSCO vs CMS
+118.9%
+62.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | -5.7% | -1.9% | -3.7% | -5.1% |
| 30D | -8.8% | -4.1% | -4.7% | -7.6% |
| 3M | +6.3% | -7.1% | +13.4% | +8.6% |
| 6M | -32.3% | -10.1% | -22.2% | -30.2% |
| YTD | -32.7% | -1.7% | -31.0% | -32.4% |
| 1Y | -43.7% | -3.4% | -40.3% | -43.2% |
| 3Y | -19.7% | +31.6% | -51.2% | -26.0% |
| 5Y | -11.6% | +23.3% | -34.9% | -17.7% |
| All | +181.2% | +118.9% | +62.4% | +161.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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