-17.3%
TSCO vs EW
+16.4%
-33.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.0% | -3.6% |
| 7D | -2.5% | -5.1% | +2.6% | -1.6% |
| 30D | -1.1% | -6.4% | +5.2% | 0.0% |
| 3M | +14.3% | -1.6% | +15.8% | +14.5% |
| 6M | -31.9% | +2.3% | -34.2% | -32.3% |
| YTD | -30.7% | +1.1% | -31.8% | -31.0% |
| 1Y | -41.1% | +8.0% | -49.1% | -41.9% |
| All | -17.3% | +16.4% | -33.7% | -26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling