+1,627.5%
TSCO vs EXPE
+851.4%
+776.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.4% |
| 7D | +0.8% | -9.5% | +10.3% | +2.7% |
| 30D | +5.5% | -6.6% | +12.1% | +6.7% |
| 3M | +20.0% | +31.4% | -11.4% | +13.4% |
| 6M | -29.8% | +35.2% | -65.0% | -34.3% |
| YTD | -28.7% | +5.8% | -34.5% | -30.6% |
| 1Y | -40.9% | +38.7% | -79.6% | -45.8% |
| 3Y | -15.9% | +175.8% | -191.7% | -34.8% |
| 5Y | -3.5% | +111.8% | -115.3% | -24.5% |
| 10Y | +142.2% | +179.7% | -37.5% | +60.6% |
| All | +1,627.5% | +851.4% | +776.0% | +540.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling