-10.3%
TSCO vs EXPE
+90.4%
-100.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.6% |
| 7D | -3.1% | -8.7% | +5.5% | -2.0% |
| 30D | -4.4% | -13.6% | +9.3% | -2.5% |
| 3M | +9.7% | +26.6% | -17.0% | +6.1% |
| 6M | -32.4% | +19.9% | -52.4% | -34.3% |
| YTD | -31.7% | -1.7% | -29.9% | -32.1% |
| 1Y | -41.3% | +29.4% | -70.7% | -44.2% |
| 3Y | -18.3% | +155.7% | -174.0% | -31.3% |
| 5Y | -10.3% | +93.1% | -103.3% | -25.6% |
| All | -10.3% | +90.4% | -100.6% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling