+227.5%
TSCO vs CSGP
+72.5%
+155.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.6% | +2.3% |
| 7D | +5.9% | -1.8% | +7.7% | +6.4% |
| 30D | +11.0% | +5.3% | +5.7% | +9.1% |
| 3M | +9.0% | +3.3% | +5.7% | +7.3% |
| 6M | +23.9% | -4.7% | +28.5% | +23.9% |
| YTD | -23.7% | -53.5% | +29.8% | -9.3% |
| 1Y | -29.4% | -53.7% | +24.3% | -16.1% |
| 3Y | +1.6% | -59.7% | +61.3% | +23.0% |
| 5Y | -7.1% | -62.5% | +55.4% | +11.4% |
| 10Y | +227.5% | +67.3% | +160.3% | +235.2% |
| All | +227.5% | +72.5% | +155.0% | +235.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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