+181.2%
TSCO vs EWT
+523.5%
-342.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -2.1% |
| 7D | -5.7% | -1.1% | -4.5% | -5.3% |
| 30D | -8.8% | +4.5% | -13.2% | -10.2% |
| 3M | +6.3% | +8.3% | -1.9% | +2.7% |
| 6M | -32.3% | +54.2% | -86.5% | -43.6% |
| YTD | -32.7% | +74.6% | -107.3% | -46.7% |
| 1Y | -43.7% | +84.9% | -128.6% | -56.6% |
| 3Y | -19.7% | +197.5% | -217.2% | -50.6% |
| 5Y | -11.6% | +150.6% | -162.2% | -42.0% |
| All | +181.2% | +523.5% | -342.3% | +35.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling