+181.2%
TSCO vs EMR
+284.0%
-102.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -2.4% |
| 7D | -5.7% | -0.4% | -5.2% | -5.5% |
| 30D | -8.8% | -6.8% | -2.0% | -6.7% |
| 3M | +6.3% | +7.5% | -1.1% | +3.4% |
| 6M | -32.3% | +9.9% | -42.1% | -34.9% |
| YTD | -32.7% | +16.0% | -48.7% | -36.9% |
| 1Y | -43.7% | +12.4% | -56.1% | -46.9% |
| 3Y | -19.7% | +60.2% | -79.9% | -34.4% |
| 5Y | -11.6% | +67.9% | -79.5% | -30.0% |
| All | +181.2% | +284.0% | -102.8% | +68.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling