+52,243.2%
TSCO vs EXPD
+25,090.5%
+27,152.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.9% | -2.8% |
| 7D | +0.4% | -1.6% | +2.0% | +0.8% |
| 30D | +9.8% | +0.6% | +9.2% | +9.5% |
| 3M | +4.8% | +9.8% | -5.0% | +1.9% |
| 6M | +23.3% | +25.8% | -2.5% | +15.3% |
| YTD | -25.1% | +31.3% | -56.4% | -31.4% |
| 1Y | -32.7% | +40.9% | -73.7% | -39.7% |
| 3Y | -2.0% | +74.7% | -76.7% | -18.1% |
| 5Y | -7.8% | +62.9% | -70.7% | -22.1% |
| 10Y | +203.2% | +334.3% | -131.2% | +95.1% |
| All | +52,243.2% | +25,090.5% | +27,152.7% | +28,573.6% |
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