+53,326.0%
TSCO vs EXPD
+24,391.5%
+28,934.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +6.8% | -7.4% | +14.2% | +9.0% |
| 30D | +11.3% | -2.1% | +13.4% | +11.8% |
| 3M | +9.1% | +5.7% | +3.4% | +7.2% |
| 6M | +24.2% | +21.4% | +2.8% | +17.3% |
| YTD | -23.5% | +27.6% | -51.2% | -29.4% |
| 1Y | -30.8% | +36.1% | -66.9% | -37.3% |
| 3Y | +0.1% | +69.9% | -69.8% | -15.7% |
| 5Y | -5.3% | +59.7% | -65.0% | -19.5% |
| 10Y | +220.4% | +323.0% | -102.7% | +107.8% |
| All | +53,326.0% | +24,391.5% | +28,934.5% | +29,404.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling