-10.3%
TSCO vs COR
+179.1%
-189.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | -3.1% | -4.8% | +1.7% | -2.1% |
| 30D | -4.4% | -3.7% | -0.7% | -3.7% |
| 3M | +9.7% | +14.3% | -4.7% | +6.2% |
| 6M | -32.4% | -8.5% | -23.9% | -31.3% |
| YTD | -31.7% | -4.4% | -27.3% | -31.6% |
| 1Y | -41.3% | +9.1% | -50.4% | -43.5% |
| 3Y | -18.3% | +85.2% | -103.5% | -34.9% |
| 5Y | -10.3% | +180.7% | -190.9% | -34.8% |
| All | -10.3% | +179.1% | -189.3% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling