+48.3%
IEMG vs TSCO
-11.8%
+60.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.4% |
| 7D | -1.3% | -5.7% | +4.4% | -0.5% |
| 30D | +1.9% | -8.8% | +10.7% | +3.2% |
| 3M | +1.4% | +6.3% | -4.9% | +0.3% |
| 6M | +15.2% | -32.3% | +47.4% | +22.5% |
| YTD | +23.8% | -32.7% | +56.5% | +31.6% |
| 1Y | +30.7% | -43.7% | +74.3% | +42.9% |
| 3Y | +83.3% | -19.7% | +102.9% | +85.9% |
| All | +48.3% | -11.8% | +60.1% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling