+244.1%
TSCO vs SE
+589.8%
-345.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | +0.8% | -6.1% | +6.9% | +1.4% |
| 30D | +5.5% | -2.5% | +7.9% | +5.5% |
| 3M | +20.0% | +21.7% | -1.8% | +17.0% |
| 6M | -29.8% | +27.0% | -56.8% | -32.0% |
| YTD | -28.7% | -12.1% | -16.5% | -28.4% |
| 1Y | -40.9% | -40.9% | 0.0% | -38.3% |
| 3Y | -15.9% | +191.0% | -206.9% | -28.7% |
| 5Y | -3.5% | -68.3% | +64.8% | -0.8% |
| All | +244.1% | +589.8% | -345.7% | +137.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling