+224.6%
TSCO vs SE
+553.8%
-329.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.4% |
| 7D | -5.7% | -5.2% | -0.4% | -5.1% |
| 30D | -8.8% | -17.1% | +8.3% | -7.0% |
| 3M | +6.3% | +24.0% | -17.7% | +3.6% |
| 6M | -32.3% | +21.0% | -53.2% | -34.0% |
| YTD | -32.7% | -16.7% | -16.0% | -32.1% |
| 1Y | -43.7% | -45.9% | +2.3% | -40.6% |
| 3Y | -19.7% | +177.8% | -197.5% | -31.5% |
| 5Y | -11.6% | -67.4% | +55.7% | -9.5% |
| All | +224.6% | +553.8% | -329.2% | +124.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 10y: compounded portfolio wealth divided by compounded SE 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…
10y analysis · Full analysis span regression · 6 months rolling