-40.9%
TSCO vs EWT
+99.0%
-139.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.7% | +1.0% |
| 7D | +0.8% | +4.0% | -3.2% | +0.6% |
| 30D | +5.5% | +10.3% | -4.9% | +4.9% |
| 3M | +20.0% | +6.1% | +13.9% | +19.5% |
| 6M | -29.8% | +56.6% | -86.4% | -36.2% |
| YTD | -28.7% | +76.6% | -105.2% | -36.3% |
| 1Y | -40.9% | +97.9% | -138.8% | -47.6% |
| All | -40.9% | +99.0% | -139.9% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 1y: compounded portfolio wealth divided by compounded EWT 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…
1y analysis · Full analysis span regression · 6 months rolling