-43.7%
TSCO vs EL
+12.6%
-56.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | -5.7% | -6.5% | +0.8% | -4.6% |
| 30D | -8.8% | +11.1% | -19.9% | -10.5% |
| 3M | +6.3% | +10.7% | -4.4% | +4.2% |
| 6M | -32.3% | +6.9% | -39.1% | -33.8% |
| YTD | -32.7% | -6.3% | -26.4% | -33.8% |
| 1Y | -43.7% | +13.5% | -57.1% | -45.6% |
| All | -43.7% | +12.6% | -56.3% | -45.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling