-14.0%
TSCO vs ES
+33.1%
-47.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.2% | +0.7% |
| 7D | +1.7% | +1.4% | +0.3% | +1.3% |
| 30D | +2.8% | -1.2% | +4.0% | +3.1% |
| 3M | +17.9% | +5.0% | +12.9% | +16.3% |
| 6M | -28.6% | -2.8% | -25.8% | -28.2% |
| YTD | -28.0% | +8.6% | -36.6% | -29.8% |
| 1Y | -39.9% | +18.9% | -58.8% | -43.2% |
| 3Y | -14.0% | +32.1% | -46.1% | -25.3% |
| All | -14.0% | +33.1% | -47.1% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 3y: compounded portfolio wealth divided by compounded ES 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…
3y analysis · Full analysis span regression · 6 months rolling