-7.5%
TSCO vs EXPD
+61.0%
-68.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.3% | -4.9% | -4.1% |
| 7D | -2.5% | +1.2% | -3.6% | -2.9% |
| 30D | -1.1% | +5.2% | -6.3% | -2.9% |
| 3M | +14.3% | +13.2% | +1.1% | +9.3% |
| 6M | -31.9% | +30.3% | -62.2% | -38.2% |
| YTD | -30.7% | +27.0% | -57.7% | -37.1% |
| 1Y | -41.1% | +57.3% | -98.4% | -51.1% |
| 3Y | -17.1% | +70.0% | -87.1% | -35.0% |
| 5Y | -7.5% | +61.6% | -69.1% | -27.7% |
| All | -7.5% | +61.0% | -68.5% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling