-1.5%
TSCO vs EW
+62.8%
-64.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | +0.3% | +4.9% | -4.6% | -0.5% |
| 30D | +11.3% | +23.9% | -12.6% | +7.6% |
| 3M | +1.5% | +15.8% | -14.3% | -0.9% |
| 6M | +24.0% | +31.7% | -7.7% | +18.5% |
| YTD | -25.7% | +25.7% | -51.4% | -28.5% |
| 1Y | -33.6% | +24.4% | -58.0% | -36.0% |
| 3Y | -1.5% | +65.9% | -67.4% | -18.5% |
| All | -1.5% | +62.8% | -64.3% | -18.5% |
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