+181.2%
TSCO vs COO
+17.0%
+164.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -5.7% | -22.5% | +16.9% | +1.9% |
| 30D | -8.8% | -29.7% | +21.0% | +1.7% |
| 3M | +6.3% | -20.1% | +26.5% | +13.6% |
| 6M | -32.3% | -26.9% | -5.4% | -25.6% |
| YTD | -32.7% | -34.2% | +1.5% | -23.7% |
| 1Y | -43.7% | -21.3% | -22.4% | -39.9% |
| 3Y | -19.7% | -38.7% | +19.0% | -10.0% |
| 5Y | -11.6% | -52.2% | +40.6% | +5.7% |
| All | +181.2% | +17.0% | +164.3% | +172.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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