-1.5%
TSCO vs EXC
+31.9%
-33.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.9% |
| 7D | +0.3% | +1.4% | -1.1% | -0.1% |
| 30D | +11.3% | +8.6% | +2.8% | +8.9% |
| 3M | +1.5% | +2.4% | -0.9% | +0.7% |
| 6M | +24.0% | +6.5% | +17.5% | +21.7% |
| YTD | -25.7% | +9.0% | -34.7% | -27.6% |
| 1Y | -33.6% | +4.6% | -38.1% | -34.6% |
| 3Y | -1.5% | +33.5% | -35.0% | -12.0% |
| All | -1.5% | +31.9% | -33.4% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 3y: compounded portfolio wealth divided by compounded EXC 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…
3y analysis · Full analysis span regression · 6 months rolling