+24.8%
TSCO vs EXE
+192.2%
-167.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +1.7% | -1.8% | +3.5% | +1.9% |
| 30D | +2.8% | +6.4% | -3.6% | +2.1% |
| 3M | +17.9% | +9.2% | +8.7% | +16.6% |
| 6M | -28.6% | -7.0% | -21.6% | -28.1% |
| YTD | -28.0% | -9.5% | -18.6% | -27.5% |
| 1Y | -39.9% | +6.2% | -46.1% | -40.5% |
| 3Y | -14.0% | +20.7% | -34.7% | -16.9% |
| 5Y | -2.9% | +103.6% | -106.6% | -9.9% |
| All | +24.8% | +192.2% | -167.4% | +13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling