+830.6%
EEM vs TSCO
+4,305.5%
-3,474.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.7% | -1.7% |
| 7D | -0.7% | -3.1% | +2.4% | +0.3% |
| 30D | +2.4% | -4.4% | +6.8% | +3.7% |
| 3M | +4.2% | +9.7% | -5.5% | +0.7% |
| 6M | +14.8% | -32.4% | +47.2% | +28.3% |
| YTD | +23.1% | -31.7% | +54.8% | +36.6% |
| 1Y | +32.5% | -41.3% | +73.8% | +54.0% |
| 3Y | +85.9% | -18.3% | +104.2% | +89.6% |
| 5Y | +43.6% | -10.3% | +53.8% | +37.4% |
| 10Y | +127.2% | +188.5% | -61.2% | +35.3% |
| All | +830.6% | +4,305.5% | -3,474.9% | +96.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling