-10.3%
TSCO vs EL
-69.5%
+59.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.9% |
| 7D | -3.1% | -4.4% | +1.2% | -2.3% |
| 30D | -4.4% | +10.3% | -14.6% | -6.4% |
| 3M | +9.7% | +13.4% | -3.7% | +6.6% |
| 6M | -32.4% | +3.1% | -35.5% | -33.4% |
| YTD | -31.7% | -6.9% | -24.7% | -31.8% |
| 1Y | -41.3% | +11.9% | -53.2% | -43.9% |
| 3Y | -18.3% | -33.8% | +15.5% | -15.6% |
| 5Y | -10.3% | -69.0% | +58.7% | +14.3% |
| All | -10.3% | -69.5% | +59.2% | +14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling