-10.3%
TSCO vs EMB
+7.3%
-17.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.3% |
| 7D | +0.3% | -0.9% | +1.2% | +1.1% |
| 30D | +11.3% | +0.4% | +11.0% | +11.1% |
| 3M | +1.5% | -3.1% | +4.6% | +4.3% |
| 6M | +24.0% | -2.1% | +26.0% | +26.2% |
| YTD | -25.7% | -1.1% | -24.6% | -24.8% |
| 1Y | -33.6% | -0.1% | -33.5% | -33.3% |
| 3Y | -1.5% | +29.6% | -31.1% | -18.4% |
| All | -10.3% | +7.3% | -17.6% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling