-7.8%
TSCO vs CP
+25.9%
-33.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | +0.4% | -0.7% | +1.1% | +0.7% |
| 30D | +9.8% | +9.6% | +0.2% | +6.0% |
| 3M | +4.8% | +2.2% | +2.6% | +3.8% |
| 6M | +23.3% | +11.1% | +12.2% | +17.9% |
| YTD | -25.1% | +28.2% | -53.3% | -32.7% |
| 1Y | -32.7% | +32.2% | -64.9% | -40.4% |
| 3Y | -2.0% | +35.5% | -37.5% | -16.2% |
| 5Y | -7.8% | +26.8% | -34.6% | -21.8% |
| All | -7.8% | +25.9% | -33.8% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling