-19.7%
TSCO vs ELV
-2.1%
-17.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -5.7% | +3.2% | -8.9% | -6.0% |
| 30D | -8.8% | +5.4% | -14.1% | -9.3% |
| 3M | +6.3% | +5.4% | +1.0% | +5.6% |
| 6M | -32.3% | +45.7% | -78.0% | -35.3% |
| YTD | -32.7% | +21.2% | -53.9% | -34.3% |
| 1Y | -43.7% | +35.6% | -79.3% | -46.2% |
| 3Y | -19.7% | -2.0% | -17.7% | -19.5% |
| All | -19.7% | -2.1% | -17.5% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling