-19.7%
TSCO vs ETR
+143.8%
-163.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -5.7% | -1.8% | -3.9% | -5.3% |
| 30D | -8.8% | -1.8% | -7.0% | -8.5% |
| 3M | +6.3% | -3.6% | +9.9% | +7.0% |
| 6M | -32.3% | +2.6% | -34.9% | -32.6% |
| YTD | -32.7% | +16.0% | -48.7% | -34.6% |
| 1Y | -43.7% | +20.1% | -63.8% | -45.6% |
| 3Y | -19.7% | +143.6% | -163.3% | -36.6% |
| All | -19.7% | +143.8% | -163.5% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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