+203.2%
TSCO vs CSGP
+65.4%
+137.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | +0.4% | -7.1% | +7.5% | +2.3% |
| 30D | +9.8% | +3.6% | +6.2% | +8.5% |
| 3M | +4.8% | -2.7% | +7.6% | +4.8% |
| 6M | +23.3% | -8.0% | +31.3% | +24.5% |
| YTD | -25.1% | -55.0% | +29.9% | -10.2% |
| 1Y | -32.7% | -55.8% | +23.0% | -19.1% |
| 3Y | -2.0% | -62.0% | +60.0% | +20.5% |
| 5Y | -7.8% | -62.9% | +55.1% | +10.9% |
| 10Y | +203.2% | +62.6% | +140.5% | +211.9% |
| All | +203.2% | +65.4% | +137.7% | +211.9% |
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