+13,999.0%
TSCO vs CSGP
+3,334.4%
+10,664.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.6% | +1.6% |
| 7D | +0.8% | -4.1% | +4.8% | +1.6% |
| 30D | +5.5% | +2.3% | +3.1% | +4.8% |
| 3M | +20.0% | -8.2% | +28.1% | +21.4% |
| 6M | -29.8% | -35.1% | +5.3% | -24.0% |
| YTD | -28.7% | -54.0% | +25.4% | -18.0% |
| 1Y | -40.9% | -65.3% | +24.4% | -28.4% |
| 3Y | -15.9% | -62.6% | +46.6% | -0.8% |
| 5Y | -3.5% | -64.8% | +61.4% | +13.3% |
| 10Y | +142.2% | +45.1% | +97.1% | +113.1% |
| All | +13,999.0% | +3,334.4% | +10,664.6% | +7,389.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling