+181.2%
TSCO vs EW
+120.5%
+60.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.2% | -0.9% |
| 7D | -5.7% | -6.2% | +0.5% | -4.3% |
| 30D | -8.8% | -9.3% | +0.6% | -6.7% |
| 3M | +6.3% | -1.6% | +7.9% | +6.6% |
| 6M | -32.3% | -0.8% | -31.4% | -32.3% |
| YTD | -32.7% | -1.0% | -31.7% | -32.8% |
| 1Y | -43.7% | +8.2% | -51.8% | -44.9% |
| 3Y | -19.7% | +12.7% | -32.4% | -24.8% |
| 5Y | -11.6% | -30.2% | +18.6% | -8.6% |
| All | +181.2% | +120.5% | +60.8% | +139.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling