-29.4%
TSCO vs COPX
+31.7%
-61.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.0% | +0.2% | +4.0% |
| 7D | +15.7% | -3.0% | +18.7% | +15.8% |
| 30D | +16.4% | -13.6% | +30.1% | +17.3% |
| 3M | +11.2% | -11.2% | +22.4% | +11.8% |
| 6M | +14.9% | -2.4% | +17.3% | +12.6% |
| YTD | -25.4% | +4.2% | -29.6% | -28.1% |
| 1Y | -29.4% | +32.2% | -61.6% | -36.1% |
| All | -29.4% | +31.7% | -61.1% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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