-29.4%
TSCO vs IEF
-1.9%
-27.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +3.2% |
| 7D | +15.7% | +0.9% | +14.8% | +13.9% |
| 30D | +16.4% | +3.1% | +13.3% | +11.0% |
| 3M | +11.2% | -1.4% | +12.6% | +12.2% |
| 6M | +14.9% | -1.6% | +16.5% | +16.0% |
| YTD | -25.4% | -2.1% | -23.3% | -23.3% |
| 1Y | -29.4% | -2.0% | -27.4% | -27.5% |
| All | -29.4% | -1.9% | -27.4% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 1y: compounded portfolio wealth divided by compounded IEF 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…
1y analysis · Full analysis span regression · 6 months rolling