-19.7%
TSCO vs EME
+252.2%
-271.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.3% | -5.8% | -1.8% |
| 7D | -5.7% | +3.5% | -9.2% | -5.9% |
| 30D | -8.8% | -6.3% | -2.4% | -8.4% |
| 3M | +6.3% | -3.8% | +10.1% | +6.6% |
| 6M | -32.3% | +8.5% | -40.8% | -33.3% |
| YTD | -32.7% | +27.8% | -60.5% | -35.1% |
| 1Y | -43.7% | +22.2% | -65.9% | -45.8% |
| 3Y | -19.7% | +253.5% | -273.1% | -36.0% |
| All | -19.7% | +252.2% | -271.9% | -36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling