-9.0%
TSCO vs EAT
+317.4%
-326.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | -3.1% | -6.2% | +3.1% | -2.2% |
| 30D | -4.4% | -3.0% | -1.3% | -4.0% |
| 3M | +9.7% | +45.6% | -36.0% | +3.3% |
| 6M | -32.4% | +53.5% | -86.0% | -37.0% |
| YTD | -31.7% | +49.6% | -81.2% | -36.3% |
| 1Y | -41.3% | +38.9% | -80.2% | -44.9% |
| 3Y | -18.3% | +589.7% | -608.0% | -45.8% |
| All | -9.0% | +317.4% | -326.4% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling