-14.0%
TSCO vs CMS
+35.3%
-49.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | +1.7% | +1.2% | +0.4% | +1.2% |
| 30D | +2.8% | -3.2% | +6.0% | +4.0% |
| 3M | +17.9% | -2.2% | +20.1% | +18.7% |
| 6M | -28.6% | -9.4% | -19.2% | -25.8% |
| YTD | -28.0% | +0.7% | -28.7% | -28.4% |
| 1Y | -39.9% | +0.4% | -40.2% | -40.0% |
| 3Y | -14.0% | +35.2% | -49.2% | -24.4% |
| All | -14.0% | +35.3% | -49.3% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling