+181.2%
TSCO vs EMB
+30.3%
+150.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -5.7% | -1.2% | -4.5% | -4.8% |
| 30D | -8.8% | -1.3% | -7.5% | -7.9% |
| 3M | +6.3% | -1.8% | +8.1% | +7.8% |
| 6M | -32.3% | +0.2% | -32.5% | -32.3% |
| YTD | -32.7% | +0.4% | -33.1% | -32.8% |
| 1Y | -43.7% | +2.8% | -46.5% | -44.7% |
| 3Y | -19.7% | +29.1% | -48.8% | -32.6% |
| 5Y | -11.6% | +6.3% | -17.9% | -16.1% |
| All | +181.2% | +30.3% | +150.9% | +163.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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