-19.7%
TSCO vs COR
+84.9%
-104.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -5.7% | -2.8% | -2.8% | -5.3% |
| 30D | -8.8% | +2.6% | -11.3% | -9.0% |
| 3M | +6.3% | +14.5% | -8.1% | +4.4% |
| 6M | -32.3% | -7.8% | -24.5% | -31.9% |
| YTD | -32.7% | -4.2% | -28.5% | -32.8% |
| 1Y | -43.7% | +7.0% | -50.7% | -44.7% |
| 3Y | -19.7% | +85.5% | -105.2% | -23.2% |
| All | -19.7% | +84.9% | -104.6% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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