-29.4%
TSCO vs EFV
+25.8%
-55.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.1% | +2.5% |
| 7D | +15.7% | +2.9% | +12.8% | +14.0% |
| 30D | +16.4% | +3.6% | +12.8% | +14.2% |
| 3M | +11.2% | -0.1% | +11.3% | +11.2% |
| 6M | +14.9% | +9.6% | +5.3% | +7.9% |
| YTD | -25.4% | +17.0% | -42.4% | -33.5% |
| 1Y | -29.4% | +25.7% | -55.0% | -41.6% |
| All | -29.4% | +25.8% | -55.2% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling