+12,284.1%
TSCO vs ELV
+2,378.1%
+9,906.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.4% | -3.3% |
| 7D | -2.5% | -2.2% | -0.3% | -1.9% |
| 30D | -1.1% | -0.2% | -0.9% | -1.1% |
| 3M | +14.3% | -6.1% | +20.4% | +15.6% |
| 6M | -31.9% | +42.8% | -74.7% | -38.4% |
| YTD | -30.7% | +14.4% | -45.1% | -34.1% |
| 1Y | -41.1% | +28.6% | -69.7% | -45.9% |
| 3Y | -17.1% | -7.4% | -9.7% | -18.6% |
| 5Y | -7.5% | +14.5% | -22.0% | -15.5% |
| 10Y | +192.6% | +257.4% | -64.8% | +82.7% |
| All | +12,284.1% | +2,378.1% | +9,906.1% | +4,164.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling