-41.3%
TSCO vs CMS
-1.5%
-39.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | -3.1% | -1.3% | -1.8% | -2.6% |
| 30D | -4.4% | -2.8% | -1.6% | -3.3% |
| 3M | +9.7% | -7.1% | +16.8% | +12.9% |
| 6M | -32.4% | -10.0% | -22.4% | -28.9% |
| YTD | -31.7% | -0.9% | -30.7% | -32.1% |
| 1Y | -41.3% | -2.0% | -39.3% | -40.9% |
| All | -41.3% | -1.5% | -39.7% | -40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling