+1,193.7%
EWY vs TSCO
+18,471.7%
-17,278.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.8% | -3.8% |
| 7D | +1.2% | -3.1% | +4.4% | +2.1% |
| 30D | +9.3% | -4.4% | +13.7% | +10.5% |
| 3M | +2.4% | +9.7% | -7.3% | -0.4% |
| 6M | +40.3% | -32.4% | +72.7% | +53.9% |
| YTD | +88.0% | -31.7% | +119.7% | +105.1% |
| 1Y | +143.8% | -41.3% | +185.1% | +176.2% |
| 3Y | +217.8% | -18.3% | +236.1% | +224.2% |
| 5Y | +142.7% | -10.3% | +153.0% | +136.5% |
| 10Y | +291.7% | +188.5% | +103.2% | +166.5% |
| All | +1,193.7% | +18,471.7% | -17,278.0% | +219.8% |
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