+181.2%
TSCO vs ESI
+312.8%
-131.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -5.7% | -4.6% | -1.0% | -4.6% |
| 30D | -8.8% | -10.5% | +1.7% | -6.6% |
| 3M | +6.3% | -19.8% | +26.1% | +11.0% |
| 6M | -32.3% | +5.8% | -38.1% | -34.9% |
| YTD | -32.7% | +38.3% | -71.0% | -39.9% |
| 1Y | -43.7% | +31.5% | -75.2% | -49.3% |
| 3Y | -19.7% | +80.7% | -100.3% | -34.5% |
| 5Y | -11.6% | +69.4% | -81.0% | -28.1% |
| All | +181.2% | +312.8% | -131.5% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling