-43.7%
TSCO vs EME
+21.8%
-65.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.3% | -5.8% | -1.5% |
| 7D | -5.7% | +3.5% | -9.2% | -5.6% |
| 30D | -8.8% | -6.3% | -2.4% | -8.9% |
| 3M | +6.3% | -3.8% | +10.1% | +6.7% |
| 6M | -32.3% | +8.5% | -40.8% | -32.7% |
| YTD | -32.7% | +27.8% | -60.5% | -33.4% |
| 1Y | -43.7% | +22.2% | -65.9% | -44.7% |
| All | -43.7% | +21.8% | -65.5% | -44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling