+204.5%
TSCO vs ELF
+334.6%
-130.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.9% | +5.7% | +1.5% |
| 7D | +1.7% | -1.2% | +2.8% | +1.8% |
| 30D | +2.8% | +5.9% | -3.1% | +2.0% |
| 3M | +17.9% | +99.5% | -81.6% | +7.8% |
| 6M | -28.6% | +26.5% | -55.1% | -31.2% |
| YTD | -28.0% | +37.2% | -65.2% | -31.7% |
| 1Y | -39.9% | -24.4% | -15.4% | -39.5% |
| 3Y | -14.0% | -23.3% | +9.3% | -18.7% |
| 5Y | -2.9% | +245.2% | -248.1% | -29.6% |
| All | +204.5% | +334.6% | -130.2% | +96.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling