-10.4%
TSCO vs EXEL
+180.6%
-191.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.3% |
| 7D | -5.7% | -4.9% | -0.8% | -5.2% |
| 30D | -8.8% | +11.4% | -20.2% | -9.8% |
| 3M | +6.3% | +4.9% | +1.4% | +5.6% |
| 6M | -32.3% | +34.4% | -66.7% | -34.7% |
| YTD | -32.7% | +28.0% | -60.7% | -34.8% |
| 1Y | -43.7% | +43.6% | -87.3% | -46.3% |
| 3Y | -19.7% | +155.2% | -174.9% | -31.1% |
| All | -10.4% | +180.6% | -191.0% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling