+15,139.4%
TSCO vs EME
+61,154.1%
-46,014.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.4% | -1.2% | -3.0% |
| 7D | -2.5% | +2.7% | -5.2% | -3.1% |
| 30D | -1.1% | -6.8% | +5.7% | +0.5% |
| 3M | +14.3% | -8.8% | +23.1% | +15.5% |
| 6M | -31.9% | +5.0% | -36.9% | -34.0% |
| YTD | -30.7% | +23.5% | -54.2% | -35.8% |
| 1Y | -41.1% | +21.3% | -62.4% | -45.8% |
| 3Y | -17.1% | +241.1% | -258.2% | -44.1% |
| 5Y | -7.5% | +549.2% | -556.7% | -48.0% |
| 10Y | +192.6% | +1,306.4% | -1,113.8% | +29.0% |
| All | +15,139.4% | +61,154.1% | -46,014.7% | +4,112.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling