+196.8%
TSCO vs CMS
+140.2%
+56.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.0% |
| 7D | +0.3% | +1.7% | -1.5% | -0.3% |
| 30D | +11.3% | +6.2% | +5.1% | +9.4% |
| 3M | +1.5% | +0.6% | +0.8% | +1.3% |
| 6M | +24.0% | -1.8% | +25.7% | +24.5% |
| YTD | -25.7% | +3.8% | -29.5% | -26.6% |
| 1Y | -33.6% | -1.8% | -31.8% | -33.3% |
| 3Y | -1.5% | +39.8% | -41.4% | -11.1% |
| 5Y | -9.6% | +37.1% | -46.7% | -18.5% |
| All | +196.8% | +140.2% | +56.6% | +164.1% |
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