-10.3%
TSCO vs EMR
+62.1%
-72.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.0% |
| 7D | -3.1% | -1.2% | -1.9% | -2.7% |
| 30D | -4.4% | -9.4% | +5.1% | -1.0% |
| 3M | +9.7% | +8.6% | +1.1% | +6.1% |
| 6M | -32.4% | +6.7% | -39.1% | -34.5% |
| YTD | -31.7% | +13.1% | -44.7% | -35.8% |
| 1Y | -41.3% | +12.7% | -54.0% | -45.0% |
| 3Y | -18.3% | +58.1% | -76.4% | -35.5% |
| 5Y | -10.3% | +63.6% | -73.9% | -33.0% |
| All | -10.3% | +62.1% | -72.4% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling