+211.6%
TSCO vs ESI
+226.4%
-14.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | +1.7% | +5.4% | -3.7% | +0.7% |
| 30D | +2.8% | -4.2% | +7.0% | +3.5% |
| 3M | +17.9% | -9.6% | +27.5% | +19.3% |
| 6M | -28.6% | +18.3% | -46.9% | -32.1% |
| YTD | -28.0% | +45.8% | -73.9% | -34.6% |
| 1Y | -39.9% | +39.2% | -79.0% | -45.0% |
| 3Y | -14.0% | +86.3% | -100.3% | -26.6% |
| 5Y | -2.9% | +76.2% | -79.1% | -17.3% |
| 10Y | +199.5% | +306.8% | -107.3% | +114.8% |
| All | +211.6% | +226.4% | -14.9% | +131.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling