+706.7%
ETN vs TSCO
+185.7%
+520.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +4.4% |
| 7D | +3.5% | -5.7% | +9.2% | +5.4% |
| 30D | -7.5% | -8.8% | +1.2% | -5.0% |
| 3M | +8.3% | +6.3% | +2.0% | +5.9% |
| 6M | +20.2% | -32.3% | +52.4% | +34.6% |
| YTD | +34.7% | -32.7% | +67.4% | +50.4% |
| 1Y | +19.4% | -43.7% | +63.1% | +41.4% |
| 3Y | +85.5% | -19.7% | +105.2% | +90.7% |
| 5Y | +186.6% | -11.6% | +198.2% | +179.4% |
| All | +706.7% | +185.7% | +520.9% | +434.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling