+185.6%
TSCO vs CP
+230.5%
-45.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.9% |
| 7D | -3.1% | -2.7% | -0.4% | -2.0% |
| 30D | -4.4% | -3.4% | -1.0% | -3.2% |
| 3M | +9.7% | -0.6% | +10.3% | +9.8% |
| 6M | -32.4% | +6.3% | -38.7% | -34.4% |
| YTD | -31.7% | +21.2% | -52.8% | -37.3% |
| 1Y | -41.3% | +20.0% | -61.3% | -46.0% |
| 3Y | -18.3% | +18.7% | -37.0% | -25.9% |
| 5Y | -10.3% | +34.8% | -45.0% | -23.8% |
| All | +185.6% | +230.5% | -45.0% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling