-1.5%
TSCO vs SE
+65.6%
-67.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | +0.3% | -0.5% | +0.8% | +0.3% |
| 30D | +11.3% | -20.9% | +32.3% | +12.7% |
| 3M | +1.5% | -38.9% | +40.4% | +4.1% |
| 6M | +24.0% | -19.4% | +43.4% | +25.2% |
| YTD | -25.7% | -40.9% | +15.2% | -24.4% |
| 1Y | -33.6% | -46.2% | +12.6% | -32.1% |
| 3Y | -1.5% | +63.7% | -65.2% | -1.9% |
| All | -1.5% | +65.6% | -67.2% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling