+49,750.0%
TSCO vs ES
+822.4%
+48,927.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | +5.5% | -2.0% | +7.4% | +5.9% |
| 3M | +20.0% | +1.7% | +18.3% | +19.4% |
| 6M | -29.8% | -3.5% | -26.3% | -29.3% |
| YTD | -28.7% | +7.9% | -36.6% | -30.1% |
| 1Y | -40.9% | +17.2% | -58.1% | -43.4% |
| 3Y | -15.9% | +29.3% | -45.2% | -22.2% |
| 5Y | -3.5% | -5.7% | +2.3% | -4.4% |
| 10Y | +142.2% | +85.2% | +57.0% | +102.5% |
| All | +49,750.0% | +822.4% | +48,927.7% | +33,380.9% |
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