+22,124.8%
TSCO vs EWZ
+440.8%
+21,684.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.6% | -1.3% |
| 7D | -5.7% | +0.9% | -6.5% | -5.9% |
| 30D | -8.8% | +12.8% | -21.5% | -11.4% |
| 3M | +6.3% | +10.8% | -4.4% | +3.5% |
| 6M | -32.3% | +2.5% | -34.8% | -32.9% |
| YTD | -32.7% | +21.4% | -54.0% | -36.0% |
| 1Y | -43.7% | +32.8% | -76.5% | -47.7% |
| 3Y | -19.7% | +45.2% | -64.9% | -27.6% |
| 5Y | -11.6% | +63.0% | -74.6% | -24.4% |
| 10Y | +184.1% | +93.2% | +90.9% | +113.6% |
| All | +22,124.8% | +440.8% | +21,684.0% | +10,870.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling