-10.3%
TSCO vs ELF
+217.8%
-228.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.9% | -0.9% |
| 7D | -3.1% | -10.8% | +7.7% | -1.8% |
| 30D | -4.4% | +0.8% | -5.2% | -4.5% |
| 3M | +9.7% | +64.8% | -55.1% | +3.3% |
| 6M | -32.4% | +19.0% | -51.4% | -34.2% |
| YTD | -31.7% | +25.9% | -57.6% | -34.2% |
| 1Y | -41.3% | -28.8% | -12.5% | -40.6% |
| 3Y | -18.3% | -29.6% | +11.3% | -23.3% |
| 5Y | -10.3% | +216.2% | -226.5% | -50.2% |
| All | -10.3% | +217.8% | -228.1% | -50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling