+196.8%
TSCO vs CP
+257.3%
-60.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +0.3% | +2.1% | -1.9% | -0.6% |
| 30D | +11.3% | +9.3% | +2.0% | +7.4% |
| 3M | +1.5% | +0.5% | +1.0% | +1.2% |
| 6M | +24.0% | +10.4% | +13.5% | +18.7% |
| YTD | -25.7% | +28.7% | -54.4% | -33.6% |
| 1Y | -33.6% | +33.2% | -66.7% | -41.5% |
| 3Y | -1.5% | +38.4% | -40.0% | -16.2% |
| 5Y | -9.6% | +26.2% | -35.8% | -21.2% |
| All | +196.8% | +257.3% | -60.5% | +70.0% |
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