+1,127.3%
TSCO vs COPX
+179.8%
+947.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.0% | +5.6% | +0.2% |
| 7D | -3.1% | -2.9% | -0.2% | -2.5% |
| 30D | -4.4% | 0.0% | -4.4% | -4.6% |
| 3M | +9.7% | +14.8% | -5.1% | +5.3% |
| 6M | -32.4% | +7.0% | -39.5% | -34.7% |
| YTD | -31.7% | +23.8% | -55.5% | -36.9% |
| 1Y | -41.3% | +75.7% | -117.0% | -50.6% |
| 3Y | -18.3% | +156.4% | -174.7% | -39.3% |
| 5Y | -10.3% | +167.6% | -177.8% | -35.9% |
| 10Y | +188.5% | +569.1% | -380.7% | +48.9% |
| All | +1,127.3% | +179.8% | +947.5% | +692.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling