-10.4%
TSCO vs SE
-67.6%
+57.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.4% |
| 7D | -5.7% | -5.2% | -0.4% | -5.2% |
| 30D | -8.8% | -17.1% | +8.3% | -7.2% |
| 3M | +6.3% | +24.0% | -17.7% | +3.9% |
| 6M | -32.3% | +21.0% | -53.2% | -33.8% |
| YTD | -32.7% | -16.7% | -16.0% | -32.1% |
| 1Y | -43.7% | -45.9% | +2.3% | -41.0% |
| 3Y | -19.7% | +177.8% | -197.5% | -30.6% |
| All | -10.4% | -67.6% | +57.2% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling