-18.4%
TSCO vs EXE
+18.1%
-36.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | -3.1% | -2.2% | -0.9% | -2.9% |
| 30D | -4.4% | -0.8% | -3.6% | -4.3% |
| 3M | +9.7% | +10.0% | -0.4% | +8.6% |
| 6M | -32.4% | -6.3% | -26.1% | -32.0% |
| YTD | -31.7% | -10.7% | -21.0% | -31.0% |
| 1Y | -41.3% | +2.7% | -43.9% | -41.6% |
| All | -18.4% | +18.1% | -36.5% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling