+199.5%
TSCO vs CSGP
+41.1%
+158.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.3% |
| 7D | +1.7% | -5.1% | +6.8% | +3.0% |
| 30D | +2.8% | +0.3% | +2.5% | +2.4% |
| 3M | +17.9% | -9.1% | +27.0% | +20.0% |
| 6M | -28.6% | -37.3% | +8.7% | -20.3% |
| YTD | -28.0% | -54.9% | +26.8% | -13.4% |
| 1Y | -39.9% | -65.5% | +25.7% | -22.5% |
| 3Y | -14.0% | -63.3% | +49.3% | +6.9% |
| 5Y | -2.9% | -65.8% | +62.9% | +19.4% |
| 10Y | +199.5% | +40.1% | +159.4% | +199.8% |
| All | +199.5% | +41.1% | +158.4% | +199.8% |
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