+40.3%
EWY vs TSCO
-32.3%
+72.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.8% | -4.2% |
| 7D | +1.2% | -3.1% | +4.4% | +1.2% |
| 30D | +9.3% | -4.4% | +13.7% | +9.2% |
| 3M | +2.4% | +9.7% | -7.3% | +2.4% |
| 6M | +40.3% | -32.4% | +72.7% | +88.7% |
| All | +40.3% | -32.3% | +72.6% | +88.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling