-17.3%
TSCO vs ECL
+54.1%
-71.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.5% | -2.6% |
| 7D | -2.5% | -2.7% | +0.3% | -1.1% |
| 30D | -1.1% | -4.3% | +3.2% | +0.9% |
| 3M | +14.3% | +3.2% | +11.0% | +12.2% |
| 6M | -31.9% | -2.9% | -29.0% | -31.1% |
| YTD | -30.7% | +4.3% | -34.9% | -32.3% |
| 1Y | -41.1% | +1.6% | -42.7% | -41.9% |
| All | -17.3% | +54.1% | -71.3% | -32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling