+2,214.2%
TSCO vs EMB
+131.9%
+2,082.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +1.7% | +0.3% | +1.4% | +1.5% |
| 30D | +2.8% | -0.5% | +3.3% | +3.0% |
| 3M | +17.9% | +0.3% | +17.6% | +17.7% |
| 6M | -28.6% | +1.2% | -29.8% | -28.9% |
| YTD | -28.0% | +1.5% | -29.5% | -28.4% |
| 1Y | -39.9% | +4.8% | -44.7% | -41.0% |
| 3Y | -14.0% | +30.4% | -44.4% | -22.6% |
| 5Y | -2.9% | +7.3% | -10.2% | -7.1% |
| 10Y | +199.5% | +29.7% | +169.8% | +174.9% |
| All | +2,214.2% | +131.9% | +2,082.3% | +1,634.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling