-29.4%
TSCO vs EFX
-7.5%
-21.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +3.7% |
| 7D | +15.7% | +9.2% | +6.5% | +13.6% |
| 30D | +16.4% | +34.8% | -18.4% | +10.1% |
| 3M | +11.2% | +8.8% | +2.4% | +8.7% |
| 6M | +14.9% | +12.3% | +2.6% | +11.4% |
| YTD | -25.4% | -10.6% | -14.8% | -26.5% |
| 1Y | -29.4% | -6.7% | -22.6% | -31.9% |
| All | -29.4% | -7.5% | -21.9% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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