+47,655.7%
TSCO vs ETR
+2,326.3%
+45,329.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.1% |
| 7D | -3.1% | -1.9% | -1.2% | -2.7% |
| 30D | -4.4% | -0.2% | -4.2% | -4.3% |
| 3M | +9.7% | -3.7% | +13.4% | +10.5% |
| 6M | -32.4% | +2.1% | -34.5% | -32.9% |
| YTD | -31.7% | +16.5% | -48.1% | -34.1% |
| 1Y | -41.3% | +22.5% | -63.8% | -44.1% |
| 3Y | -18.3% | +144.7% | -163.0% | -34.1% |
| 5Y | -10.3% | +125.2% | -135.5% | -26.6% |
| 10Y | +188.5% | +296.9% | -108.4% | +106.6% |
| All | +47,655.7% | +2,326.3% | +45,329.5% | +54,819.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling