-10.3%
TSCO vs EXC
+41.3%
-51.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -1.0% |
| 7D | +0.3% | +1.4% | -1.1% | -0.2% |
| 30D | +11.3% | +8.6% | +2.8% | +8.4% |
| 3M | +1.5% | +2.4% | -0.9% | +0.6% |
| 6M | +24.0% | +6.5% | +17.5% | +21.3% |
| YTD | -25.7% | +9.0% | -34.7% | -28.1% |
| 1Y | -33.6% | +4.6% | -38.1% | -34.8% |
| 3Y | -1.5% | +33.5% | -35.0% | -11.9% |
| All | -10.3% | +41.3% | -51.6% | -23.4% |
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