-19.7%
TSCO vs TE
-26.8%
+7.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.5% |
| 7D | -5.7% | +0.2% | -5.9% | -5.7% |
| 30D | -8.8% | -5.9% | -2.8% | -8.7% |
| 3M | +6.3% | -45.6% | +51.9% | +7.5% |
| 6M | -32.3% | -43.4% | +11.1% | -32.2% |
| YTD | -32.7% | -31.0% | -1.7% | -33.4% |
| 1Y | -43.7% | +145.2% | -188.9% | -47.9% |
| 3Y | -19.7% | -24.1% | +4.4% | -19.4% |
| All | -19.7% | -26.8% | +7.2% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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