+48,339.6%
TSCO vs EFX
+3,692.9%
+44,646.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.6% | -3.0% |
| 7D | -2.5% | -9.4% | +6.9% | +0.5% |
| 30D | -1.1% | -6.9% | +5.8% | +0.9% |
| 3M | +14.3% | +0.1% | +14.1% | +13.2% |
| 6M | -31.9% | -17.3% | -14.6% | -28.4% |
| YTD | -30.7% | -21.8% | -8.8% | -26.5% |
| 1Y | -41.1% | -32.5% | -8.5% | -34.7% |
| 3Y | -17.1% | -12.3% | -4.8% | -18.1% |
| 5Y | -7.5% | -36.6% | +29.1% | -0.5% |
| 10Y | +192.6% | +41.0% | +151.6% | +129.9% |
| All | +48,339.6% | +3,692.9% | +44,646.6% | +22,093.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling