-43.7%
TSCO vs EMB
+3.1%
-46.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -5.7% | -1.2% | -4.5% | -4.3% |
| 30D | -8.8% | -1.3% | -7.5% | -7.3% |
| 3M | +6.3% | -1.8% | +8.1% | +8.6% |
| 6M | -32.3% | +0.2% | -32.5% | -32.2% |
| YTD | -32.7% | +0.4% | -33.1% | -33.1% |
| 1Y | -43.7% | +2.8% | -46.5% | -44.3% |
| All | -43.7% | +3.1% | -46.7% | -44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling