-3.4%
TSCO vs CSGP
-60.4%
+57.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.7% | +4.0% | +0.4% |
| 7D | +7.1% | +1.3% | +5.8% | +6.8% |
| 30D | +11.8% | +10.7% | +1.1% | +9.0% |
| 3M | +7.4% | +3.3% | +4.1% | +6.0% |
| 6M | +13.4% | -10.3% | +23.8% | +15.1% |
| YTD | -25.9% | -54.6% | +28.7% | -13.5% |
| 1Y | -29.9% | -54.6% | +24.8% | -18.2% |
| 3Y | -3.4% | -60.3% | +57.0% | +8.2% |
| All | -3.4% | -60.4% | +57.1% | +8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling