-10.4%
TSCO vs EXE
+97.7%
-108.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.3% |
| 7D | -5.7% | -3.1% | -2.5% | -5.3% |
| 30D | -8.8% | -0.9% | -7.8% | -8.7% |
| 3M | +6.3% | +9.6% | -3.2% | +5.1% |
| 6M | -32.3% | -11.6% | -20.7% | -31.4% |
| YTD | -32.7% | -12.6% | -20.1% | -31.8% |
| 1Y | -43.7% | +1.2% | -44.9% | -44.0% |
| 3Y | -19.7% | +18.0% | -37.7% | -22.4% |
| All | -10.4% | +97.7% | -108.1% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling