-18.4%
TSCO vs EXEL
+160.7%
-179.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.4% |
| 7D | -3.1% | -2.9% | -0.2% | -3.0% |
| 30D | -4.4% | +11.9% | -16.2% | -4.8% |
| 3M | +9.7% | +9.2% | +0.5% | +9.2% |
| 6M | -32.4% | +39.1% | -71.5% | -33.4% |
| YTD | -31.7% | +31.0% | -62.7% | -32.6% |
| 1Y | -41.3% | +52.3% | -93.6% | -42.5% |
| All | -18.4% | +160.7% | -179.1% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling