-14.0%
TSCO vs EXPD
+66.3%
-80.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.2% |
| 7D | +1.7% | -0.9% | +2.6% | +1.9% |
| 30D | +2.8% | +4.1% | -1.2% | +1.7% |
| 3M | +17.9% | +13.8% | +4.1% | +14.0% |
| 6M | -28.6% | +27.3% | -55.9% | -32.9% |
| YTD | -28.0% | +25.4% | -53.5% | -32.7% |
| 1Y | -39.9% | +54.4% | -94.2% | -47.5% |
| 3Y | -14.0% | +67.9% | -81.9% | -31.0% |
| All | -14.0% | +66.3% | -80.3% | -31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling