-41.3%
TSCO vs CP
+20.0%
-61.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.1% |
| 7D | -3.1% | -2.7% | -0.4% | -2.5% |
| 30D | -4.4% | -3.4% | -1.0% | -3.7% |
| 3M | +9.7% | -0.6% | +10.3% | +9.6% |
| 6M | -32.4% | +6.3% | -38.7% | -33.6% |
| YTD | -31.7% | +21.2% | -52.8% | -34.2% |
| 1Y | -41.3% | +20.0% | -61.3% | -44.5% |
| All | -41.3% | +20.0% | -61.3% | -44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling