-1.5%
TSCO vs EXPE
+121.7%
-123.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | +0.3% | -0.5% | +0.8% | +0.3% |
| 30D | +11.3% | -6.1% | +17.4% | +12.1% |
| 3M | +1.5% | -21.3% | +22.8% | +4.3% |
| 6M | +24.0% | +19.0% | +4.9% | +21.0% |
| YTD | -25.7% | -8.4% | -17.3% | -25.4% |
| 1Y | -33.6% | -2.8% | -30.8% | -33.9% |
| 3Y | -1.5% | +120.8% | -122.3% | -19.8% |
| All | -1.5% | +121.7% | -123.2% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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