+222.9%
EWY vs TSCO
-19.8%
+242.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.5% | +4.8% | +3.5% |
| 7D | -0.1% | -5.7% | +5.6% | +0.7% |
| 30D | +7.3% | -8.8% | +16.1% | +8.6% |
| 3M | -5.1% | +6.3% | -11.5% | -6.2% |
| 6M | +42.1% | -32.3% | +74.3% | +54.7% |
| YTD | +94.1% | -32.7% | +126.8% | +111.3% |
| 1Y | +147.8% | -43.7% | +191.5% | +179.7% |
| 3Y | +222.9% | -19.7% | +242.6% | +214.3% |
| All | +222.9% | -19.8% | +242.7% | +214.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling