-19.7%
TSCO vs COPX
+149.4%
-169.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -5.7% | -2.3% | -3.3% | -5.4% |
| 30D | -8.8% | +0.3% | -9.0% | -8.9% |
| 3M | +6.3% | +6.8% | -0.5% | +5.1% |
| 6M | -32.3% | +7.9% | -40.2% | -33.6% |
| YTD | -32.7% | +23.7% | -56.4% | -36.1% |
| 1Y | -43.7% | +71.5% | -115.2% | -49.9% |
| 3Y | -19.7% | +149.1% | -168.8% | -39.7% |
| All | -19.7% | +149.4% | -169.0% | -39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling