-10.4%
TSCO vs EFX
-36.2%
+25.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | -5.7% | -4.5% | -1.1% | -4.4% |
| 30D | -8.8% | -6.1% | -2.7% | -7.3% |
| 3M | +6.3% | +6.2% | +0.1% | +3.6% |
| 6M | -32.3% | -11.2% | -21.1% | -30.4% |
| YTD | -32.7% | -21.4% | -11.3% | -28.8% |
| 1Y | -43.7% | -34.3% | -9.4% | -37.0% |
| 3Y | -19.7% | -12.5% | -7.1% | -22.3% |
| All | -10.4% | -36.2% | +25.8% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling