-43.7%
TSCO vs ELF
-28.2%
-15.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.7% |
| 7D | -5.7% | -11.6% | +6.0% | -4.4% |
| 30D | -8.8% | +4.6% | -13.4% | -9.3% |
| 3M | +6.3% | +59.7% | -53.4% | +1.2% |
| 6M | -32.3% | +21.2% | -53.5% | -34.4% |
| YTD | -32.7% | +27.4% | -60.1% | -35.3% |
| 1Y | -43.7% | -29.8% | -13.9% | -45.7% |
| All | -43.7% | -28.2% | -15.5% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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