+105.7%
TSCO vs TE
-53.2%
+158.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.7% | +5.3% | -1.1% |
| 7D | -3.1% | +0.9% | -4.0% | -3.2% |
| 30D | -4.4% | -16.3% | +11.9% | -3.8% |
| 3M | +9.7% | -40.8% | +50.4% | +11.2% |
| 6M | -32.4% | -42.6% | +10.2% | -32.2% |
| YTD | -31.7% | -31.4% | -0.2% | -32.6% |
| 1Y | -41.3% | +144.9% | -186.2% | -47.1% |
| 3Y | -18.3% | -26.0% | +7.7% | -24.3% |
| 5Y | -10.3% | -48.5% | +38.2% | -16.8% |
| All | +105.7% | -53.2% | +158.9% | +106.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling