+50,177.4%
TSCO vs EMR
+2,108.4%
+48,069.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +1.7% | +3.1% | -1.4% | +0.6% |
| 30D | +2.8% | -3.5% | +6.4% | +4.0% |
| 3M | +17.9% | +9.8% | +8.1% | +13.6% |
| 6M | -28.6% | +10.8% | -39.4% | -31.7% |
| YTD | -28.0% | +15.9% | -44.0% | -32.7% |
| 1Y | -39.9% | +16.4% | -56.3% | -44.0% |
| 3Y | -14.0% | +62.1% | -76.1% | -30.2% |
| 5Y | -2.9% | +62.9% | -65.8% | -22.1% |
| 10Y | +199.5% | +267.8% | -68.3% | +70.4% |
| All | +50,177.4% | +2,108.4% | +48,069.0% | +20,281.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling