+18,423.3%
TSCO vs EXEL
+264.7%
+18,158.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.1% | +1.1% |
| 7D | +1.7% | +1.4% | +0.3% | +1.5% |
| 30D | +2.8% | +6.7% | -3.8% | +2.0% |
| 3M | +17.9% | +11.5% | +6.4% | +16.2% |
| 6M | -28.6% | +38.8% | -67.4% | -31.6% |
| YTD | -28.0% | +31.6% | -59.6% | -30.8% |
| 1Y | -39.9% | +53.0% | -92.9% | -43.3% |
| 3Y | -14.0% | +160.8% | -174.8% | -25.3% |
| 5Y | -2.9% | +190.1% | -193.0% | -17.5% |
| 10Y | +199.5% | +367.0% | -167.5% | +125.7% |
| All | +18,423.3% | +264.7% | +18,158.6% | +9,800.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling