-18.4%
TSCO vs ESI
+73.2%
-91.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -0.6% |
| 7D | -3.1% | -2.3% | -0.8% | -2.7% |
| 30D | -4.4% | -9.0% | +4.7% | -2.9% |
| 3M | +9.7% | -13.3% | +22.9% | +11.5% |
| 6M | -32.4% | +5.3% | -37.7% | -35.4% |
| YTD | -31.7% | +37.6% | -69.3% | -39.6% |
| 1Y | -41.3% | +33.6% | -74.9% | -47.9% |
| All | -18.4% | +73.2% | -91.6% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling