-10.3%
TSCO vs EIX
+22.7%
-32.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.1% |
| 7D | -3.1% | +0.8% | -3.9% | -3.3% |
| 30D | -4.4% | -18.8% | +14.4% | -0.9% |
| 3M | +9.7% | -19.7% | +29.4% | +13.5% |
| 6M | -32.4% | -18.2% | -14.2% | -30.6% |
| YTD | -31.7% | -1.7% | -29.9% | -33.7% |
| 1Y | -41.3% | +7.8% | -49.0% | -44.6% |
| 3Y | -18.3% | -5.6% | -12.7% | -22.4% |
| 5Y | -10.3% | +23.7% | -33.9% | -19.4% |
| All | -10.3% | +22.7% | -32.9% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling