-10.4%
TSCO vs EXC
+43.4%
-53.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -5.7% | -1.1% | -4.6% | -5.3% |
| 30D | -8.8% | -3.6% | -5.1% | -7.7% |
| 3M | +6.3% | -4.3% | +10.6% | +7.7% |
| 6M | -32.3% | -9.9% | -22.3% | -30.2% |
| YTD | -32.7% | +1.8% | -34.5% | -33.4% |
| 1Y | -43.7% | +2.9% | -46.5% | -44.5% |
| 3Y | -19.7% | +19.1% | -38.8% | -25.1% |
| All | -10.4% | +43.4% | -53.8% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling