+1,465.0%
TSCO vs EFV
+252.1%
+1,212.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.2% |
| 7D | -3.1% | -2.0% | -1.1% | -2.0% |
| 30D | -4.4% | -0.2% | -4.2% | -4.3% |
| 3M | +9.7% | +9.1% | +0.6% | +4.0% |
| 6M | -32.4% | +11.7% | -44.1% | -36.8% |
| YTD | -31.7% | +17.0% | -48.7% | -37.9% |
| 1Y | -41.3% | +26.7% | -68.0% | -49.1% |
| 3Y | -18.3% | +90.2% | -108.5% | -44.4% |
| 5Y | -10.3% | +96.1% | -106.3% | -40.6% |
| 10Y | +188.5% | +164.5% | +24.0% | +56.9% |
| All | +1,465.0% | +252.1% | +1,212.9% | +607.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling