-29.4%
TSCO vs EXE
-18.4%
-10.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.9% | +7.1% | +4.5% |
| 7D | +15.7% | -4.7% | +20.4% | +16.2% |
| 30D | +16.4% | +1.0% | +15.4% | +16.2% |
| 3M | +11.2% | -5.6% | +16.8% | +11.6% |
| 6M | +14.9% | -12.3% | +27.2% | +16.6% |
| YTD | -25.4% | -19.5% | -5.9% | -23.5% |
| 1Y | -29.4% | -18.9% | -10.5% | -27.8% |
| All | -29.4% | -18.4% | -10.9% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling