-7.5%
TSCO vs CP
+30.0%
-37.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.2% |
| 7D | -2.5% | +0.6% | -3.1% | -2.7% |
| 30D | -1.1% | -0.5% | -0.6% | -1.0% |
| 3M | +14.3% | +0.1% | +14.2% | +14.0% |
| 6M | -31.9% | +7.8% | -39.7% | -34.1% |
| YTD | -30.7% | +22.9% | -53.5% | -36.6% |
| 1Y | -41.1% | +21.3% | -62.4% | -45.9% |
| 3Y | -17.1% | +20.4% | -37.5% | -25.4% |
| 5Y | -7.5% | +34.9% | -42.5% | -20.3% |
| All | -7.5% | +30.0% | -37.5% | -20.3% |
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