+17,910.3%
TSCO vs EW
+6,974.1%
+10,936.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +0.8% | -0.3% | +1.1% | +0.8% |
| 30D | +5.5% | +1.0% | +4.4% | +5.2% |
| 3M | +20.0% | +2.8% | +17.2% | +19.2% |
| 6M | -29.8% | +5.5% | -35.3% | -30.7% |
| YTD | -28.7% | +5.5% | -34.1% | -29.6% |
| 1Y | -40.9% | +11.0% | -52.0% | -42.3% |
| 3Y | -15.9% | +17.7% | -33.6% | -20.8% |
| 5Y | -3.5% | -25.7% | +22.3% | -2.1% |
| 10Y | +142.2% | +132.8% | +9.4% | +94.3% |
| All | +17,910.3% | +6,974.1% | +10,936.2% | +9,574.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling