+181.2%
TSCO vs EIX
+19.9%
+161.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.2% |
| 7D | -5.7% | -1.4% | -4.3% | -5.4% |
| 30D | -8.8% | -19.3% | +10.5% | -5.5% |
| 3M | +6.3% | -21.7% | +28.0% | +10.5% |
| 6M | -32.3% | -19.8% | -12.4% | -30.1% |
| YTD | -32.7% | -3.0% | -29.7% | -33.7% |
| 1Y | -43.7% | +5.1% | -48.8% | -45.6% |
| 3Y | -19.7% | -7.0% | -12.7% | -21.5% |
| 5Y | -11.6% | +22.0% | -33.7% | -19.1% |
| All | +181.2% | +19.9% | +161.4% | +148.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 10y: compounded portfolio wealth divided by compounded EIX 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…
10y analysis · Full analysis span regression · 6 months rolling