+181.2%
TSCO vs EAT
+374.9%
-193.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | -5.7% | -7.7% | +2.0% | -4.6% |
| 30D | -8.8% | -13.6% | +4.8% | -7.0% |
| 3M | +6.3% | +33.9% | -27.5% | +1.9% |
| 6M | -32.3% | +47.2% | -79.5% | -36.1% |
| YTD | -32.7% | +48.1% | -80.8% | -36.8% |
| 1Y | -43.7% | +33.7% | -77.4% | -46.6% |
| 3Y | -19.7% | +595.8% | -615.4% | -41.6% |
| 5Y | -11.6% | +314.4% | -326.0% | -33.3% |
| All | +181.2% | +374.9% | -193.7% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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