-7.5%
TSCO vs COO
-44.2%
+36.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.2% | +2.6% | -1.7% |
| 7D | -2.5% | -9.0% | +6.5% | +0.4% |
| 30D | -1.1% | -16.8% | +15.7% | +4.6% |
| 3M | +14.3% | -7.5% | +21.8% | +16.9% |
| 6M | -31.9% | -16.3% | -15.6% | -28.3% |
| YTD | -30.7% | -22.5% | -8.1% | -25.5% |
| 1Y | -41.1% | -7.0% | -34.1% | -40.1% |
| 3Y | -17.1% | -27.5% | +10.3% | -12.6% |
| 5Y | -7.5% | -43.3% | +35.8% | +6.2% |
| All | -7.5% | -44.2% | +36.6% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling