+37.3%
TSCO vs EOSE
-60.6%
+97.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.5% |
| 7D | -5.7% | +1.8% | -7.5% | -5.7% |
| 30D | -8.8% | -6.8% | -1.9% | -8.7% |
| 3M | +6.3% | -36.3% | +42.6% | +7.5% |
| 6M | -32.3% | -38.8% | +6.5% | -31.9% |
| YTD | -32.7% | -65.5% | +32.8% | -31.5% |
| 1Y | -43.7% | -45.3% | +1.6% | -44.2% |
| 3Y | -19.7% | +44.2% | -63.8% | -27.2% |
| 5Y | -11.6% | -69.5% | +57.9% | -25.6% |
| All | +37.3% | -60.6% | +97.9% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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