+18,670.2%
TSCO vs EL
+1,648.4%
+17,021.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +2.9% | +1.4% |
| 7D | +1.7% | +1.7% | 0.0% | +1.2% |
| 30D | +2.8% | +15.5% | -12.7% | -1.0% |
| 3M | +17.9% | +20.6% | -2.7% | +12.1% |
| 6M | -28.6% | +10.5% | -39.1% | -31.1% |
| YTD | -28.0% | -1.9% | -26.2% | -29.2% |
| 1Y | -39.9% | +16.1% | -55.9% | -43.5% |
| 3Y | -14.0% | -30.2% | +16.2% | -13.1% |
| 5Y | -2.9% | -67.4% | +64.5% | +16.6% |
| 10Y | +199.5% | +31.2% | +168.3% | +146.1% |
| All | +18,670.2% | +1,648.4% | +17,021.8% | +9,194.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling