+181.2%
TSCO vs ECL
+160.1%
+21.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -2.2% |
| 7D | -5.7% | -1.1% | -4.5% | -5.2% |
| 30D | -8.8% | -0.8% | -8.0% | -8.5% |
| 3M | +6.3% | +5.0% | +1.3% | +4.2% |
| 6M | -32.3% | +0.2% | -32.5% | -32.5% |
| YTD | -32.7% | +5.8% | -38.5% | -34.3% |
| 1Y | -43.7% | +1.5% | -45.2% | -44.3% |
| 3Y | -19.7% | +55.0% | -74.7% | -32.5% |
| 5Y | -11.6% | +29.3% | -40.9% | -22.5% |
| All | +181.2% | +160.1% | +21.2% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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