+181.2%
TSCO vs ELV
+280.2%
-99.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -5.7% | +3.2% | -8.9% | -6.3% |
| 30D | -8.8% | +5.4% | -14.1% | -9.8% |
| 3M | +6.3% | +5.4% | +1.0% | +4.9% |
| 6M | -32.3% | +45.7% | -78.0% | -37.8% |
| YTD | -32.7% | +21.2% | -53.9% | -36.1% |
| 1Y | -43.7% | +35.6% | -79.3% | -48.1% |
| 3Y | -19.7% | -2.0% | -17.7% | -21.3% |
| 5Y | -11.6% | +26.0% | -37.6% | -19.1% |
| All | +181.2% | +280.2% | -99.0% | +108.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling