+185.6%
TSCO vs EXPD
+324.8%
-139.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | -3.1% | +1.2% | -4.3% | -3.6% |
| 30D | -4.4% | +6.8% | -11.2% | -6.8% |
| 3M | +9.7% | +14.9% | -5.3% | +3.8% |
| 6M | -32.4% | +34.6% | -67.0% | -40.2% |
| YTD | -31.7% | +27.7% | -59.4% | -38.9% |
| 1Y | -41.3% | +57.7% | -98.9% | -52.2% |
| 3Y | -18.3% | +70.9% | -89.2% | -37.0% |
| 5Y | -10.3% | +59.5% | -69.7% | -30.2% |
| All | +185.6% | +324.8% | -139.2% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling