+181.2%
TSCO vs EWZ
+94.8%
+86.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.6% | -1.3% |
| 7D | -5.7% | +0.9% | -6.5% | -5.8% |
| 30D | -8.8% | +12.8% | -21.5% | -10.8% |
| 3M | +6.3% | +10.8% | -4.4% | +4.1% |
| 6M | -32.3% | +2.5% | -34.8% | -32.7% |
| YTD | -32.7% | +21.4% | -54.0% | -35.2% |
| 1Y | -43.7% | +32.8% | -76.5% | -46.8% |
| 3Y | -19.7% | +45.2% | -64.9% | -25.8% |
| 5Y | -11.6% | +63.0% | -74.6% | -21.3% |
| All | +181.2% | +94.8% | +86.5% | +145.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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