-21.8%
TSCO vs CORZ
+213.0%
-234.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | -1.4% |
| 7D | -3.1% | -3.0% | -0.2% | -3.1% |
| 30D | -4.4% | -12.1% | +7.7% | -4.3% |
| 3M | +9.7% | -32.4% | +42.1% | +10.1% |
| 6M | -32.4% | +12.4% | -44.8% | -33.0% |
| YTD | -31.7% | +19.3% | -51.0% | -32.4% |
| 1Y | -41.3% | +8.6% | -49.9% | -41.9% |
| All | -21.8% | +213.0% | -234.8% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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