-10.3%
TSCO vs COO
-40.4%
+30.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | +0.3% | +0.5% | -0.2% | +0.1% |
| 30D | +11.3% | +14.2% | -2.8% | +7.0% |
| 3M | +1.5% | -18.2% | +19.7% | +7.5% |
| 6M | +24.0% | +5.3% | +18.6% | +21.0% |
| YTD | -25.7% | -23.6% | -2.1% | -20.1% |
| 1Y | -33.6% | -12.7% | -20.9% | -31.4% |
| 3Y | -1.5% | -24.2% | +22.7% | +1.5% |
| All | -10.3% | -40.4% | +30.1% | -2.6% |
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