-10.4%
TSCO vs ETR
+122.3%
-132.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -5.7% | -1.8% | -3.9% | -5.2% |
| 30D | -8.8% | -1.8% | -7.0% | -8.4% |
| 3M | +6.3% | -3.6% | +9.9% | +7.2% |
| 6M | -32.3% | +2.6% | -34.9% | -32.9% |
| YTD | -32.7% | +16.0% | -48.7% | -35.4% |
| 1Y | -43.7% | +20.1% | -63.8% | -46.5% |
| 3Y | -19.7% | +143.6% | -163.3% | -39.4% |
| All | -10.4% | +122.3% | -132.7% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling