+181.2%
TSCO vs EL
+26.1%
+155.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.7% |
| 7D | -5.7% | -6.5% | +0.8% | -4.2% |
| 30D | -8.8% | +11.1% | -19.9% | -11.2% |
| 3M | +6.3% | +10.7% | -4.4% | +3.4% |
| 6M | -32.3% | +6.9% | -39.1% | -34.0% |
| YTD | -32.7% | -6.3% | -26.4% | -33.0% |
| 1Y | -43.7% | +13.5% | -57.1% | -46.7% |
| 3Y | -19.7% | -33.1% | +13.4% | -17.4% |
| 5Y | -11.6% | -68.8% | +57.1% | +11.0% |
| All | +181.2% | +26.1% | +155.1% | +153.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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