-10.3%
TSCO vs EW
-29.2%
+19.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | -3.1% | -3.4% | +0.2% | -2.5% |
| 30D | -4.4% | -7.4% | +3.0% | -2.8% |
| 3M | +9.7% | +0.9% | +8.8% | +9.4% |
| 6M | -32.4% | +1.2% | -33.6% | -32.7% |
| YTD | -31.7% | +1.8% | -33.4% | -32.1% |
| 1Y | -41.3% | +10.8% | -52.1% | -42.7% |
| 3Y | -18.3% | +17.1% | -35.5% | -24.4% |
| 5Y | -10.3% | -28.2% | +18.0% | -4.4% |
| All | -10.3% | -29.2% | +19.0% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling