-10.4%
TSCO vs IEF
-9.5%
-0.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -5.7% | -1.3% | -4.3% | -5.2% |
| 30D | -8.8% | -1.7% | -7.0% | -8.2% |
| 3M | +6.3% | -2.5% | +8.9% | +7.3% |
| 6M | -32.3% | -3.3% | -29.0% | -31.5% |
| YTD | -32.7% | -2.8% | -29.9% | -32.0% |
| 1Y | -43.7% | -2.7% | -41.0% | -43.1% |
| 3Y | -19.7% | +8.9% | -28.6% | -21.4% |
| All | -10.4% | -9.5% | -0.9% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling