-40.9%
TSCO vs EXEL
+59.2%
-100.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +0.8% | +8.4% | -7.6% | +0.3% |
| 30D | +5.5% | +4.1% | +1.4% | +5.3% |
| 3M | +20.0% | +12.4% | +7.5% | +18.9% |
| 6M | -29.8% | +41.5% | -71.3% | -31.8% |
| YTD | -28.7% | +34.6% | -63.3% | -30.6% |
| 1Y | -40.9% | +57.9% | -98.8% | -45.4% |
| All | -40.9% | +59.2% | -100.1% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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