+52,243.2%
TSCO vs ECL
+8,179.2%
+44,064.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.3% |
| 7D | +0.4% | -2.3% | +2.7% | +1.4% |
| 30D | +9.8% | +8.3% | +1.5% | +6.4% |
| 3M | +4.8% | +8.4% | -3.6% | +1.5% |
| 6M | +23.3% | +23.3% | 0.0% | +13.0% |
| YTD | -25.1% | +18.2% | -43.3% | -30.1% |
| 1Y | -32.7% | +18.8% | -51.5% | -37.4% |
| 3Y | -2.0% | +78.5% | -80.5% | -23.1% |
| 5Y | -7.8% | +40.1% | -47.9% | -21.8% |
| 10Y | +203.2% | +196.5% | +6.7% | +80.5% |
| All | +52,243.2% | +8,179.2% | +44,064.1% | +15,611.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling