+1,200.2%
TSCO vs ET
+1,438.5%
-238.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -5.7% | +0.2% | -5.9% | -5.7% |
| 30D | -8.8% | +2.9% | -11.6% | -9.2% |
| 3M | +6.3% | +16.8% | -10.5% | +3.5% |
| 6M | -32.3% | +18.9% | -51.1% | -34.3% |
| YTD | -32.7% | +37.7% | -70.4% | -36.4% |
| 1Y | -43.7% | +32.4% | -76.1% | -46.4% |
| 3Y | -19.7% | +99.5% | -119.1% | -29.1% |
| 5Y | -11.6% | +244.0% | -255.6% | -29.2% |
| 10Y | +184.1% | +172.1% | +12.0% | +124.2% |
| All | +1,200.2% | +1,438.5% | -238.4% | +431.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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