+181.2%
TSCO vs EME
+1,362.1%
-1,180.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.3% | -5.8% | -2.5% |
| 7D | -5.7% | +3.5% | -9.2% | -6.4% |
| 30D | -8.8% | -6.3% | -2.4% | -7.5% |
| 3M | +6.3% | -3.8% | +10.1% | +6.3% |
| 6M | -32.3% | +8.5% | -40.8% | -34.9% |
| YTD | -32.7% | +27.8% | -60.5% | -38.3% |
| 1Y | -43.7% | +22.2% | -65.9% | -48.4% |
| 3Y | -19.7% | +253.5% | -273.1% | -49.6% |
| 5Y | -11.6% | +578.6% | -590.2% | -56.2% |
| All | +181.2% | +1,362.1% | -1,180.9% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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