-41.3%
TSCO vs COO
-20.6%
-20.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -14.7% | +13.3% | +3.1% |
| 7D | -3.1% | -23.3% | +20.2% | +5.3% |
| 30D | -4.4% | -29.5% | +25.1% | +7.2% |
| 3M | +9.7% | -20.0% | +29.7% | +17.2% |
| 6M | -32.4% | -27.2% | -5.2% | -26.1% |
| YTD | -31.7% | -33.9% | +2.2% | -24.0% |
| 1Y | -41.3% | -19.9% | -21.3% | -37.5% |
| All | -41.3% | -20.6% | -20.7% | -37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling