+388.2%
EFA vs TSCO
+16,069.2%
-15,681.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.4% |
| 7D | -1.5% | -5.7% | +4.1% | -0.1% |
| 30D | -1.7% | -8.8% | +7.1% | +0.5% |
| 3M | +3.5% | +6.3% | -2.8% | +1.6% |
| 6M | +9.5% | -32.3% | +41.7% | +19.6% |
| YTD | +12.9% | -32.7% | +45.6% | +23.1% |
| 1Y | +18.2% | -43.7% | +61.9% | +34.5% |
| 3Y | +64.8% | -19.7% | +84.5% | +68.9% |
| 5Y | +53.9% | -11.6% | +65.5% | +51.0% |
| 10Y | +144.8% | +184.1% | -39.3% | +71.0% |
| All | +388.2% | +16,069.2% | -15,681.0% | +35.7% |
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