+51,830.1%
TSCO vs ES
+842.1%
+50,987.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | +0.3% | +2.7% | -2.4% | -0.4% |
| 30D | +11.3% | +7.6% | +3.7% | +9.4% |
| 3M | +1.5% | +0.5% | +1.0% | +1.4% |
| 6M | +24.0% | +7.6% | +16.4% | +21.6% |
| YTD | -25.7% | +10.2% | -35.9% | -27.5% |
| 1Y | -33.6% | +1.8% | -35.4% | -34.2% |
| 3Y | -1.5% | +55.4% | -56.9% | -12.5% |
| 5Y | -9.6% | +7.3% | -16.9% | -12.9% |
| 10Y | +200.8% | +96.4% | +104.4% | +148.5% |
| All | +51,830.1% | +842.1% | +50,987.9% | +34,608.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling