-40.9%
TSCO vs EMR
+19.4%
-60.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.8% |
| 7D | +0.8% | -1.5% | +2.3% | +1.0% |
| 30D | +5.5% | -5.6% | +11.1% | +6.4% |
| 3M | +20.0% | +7.9% | +12.0% | +18.2% |
| 6M | -29.8% | +6.0% | -35.8% | -30.8% |
| YTD | -28.7% | +16.4% | -45.1% | -30.6% |
| 1Y | -40.9% | +16.6% | -57.5% | -43.1% |
| All | -40.9% | +19.4% | -60.4% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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