+40.5%
EEM vs TSCO
-40.6%
+81.1%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.8% |
| 7D | +2.3% | +0.8% | +1.5% | +2.3% |
| 30D | +4.5% | +5.5% | -0.9% | +4.2% |
| 3M | -0.1% | +20.0% | -20.0% | -1.2% |
| 6M | +16.9% | -29.8% | +46.7% | +24.7% |
| YTD | +26.2% | -28.7% | +54.9% | +34.3% |
| 1Y | +40.5% | -40.9% | +81.4% | +51.8% |
| All | +40.5% | -40.6% | +81.1% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 1y: compounded portfolio wealth divided by compounded TSCO 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…
1y analysis · Full analysis span regression · 6 months rolling