-2.3%
FERG vs TSCO
-40.6%
+38.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +2.1% |
| 7D | 0.0% | +0.8% | -0.8% | -0.2% |
| 30D | -10.2% | +5.5% | -15.6% | -11.2% |
| 3M | -0.6% | +20.0% | -20.5% | -4.3% |
| 6M | -6.5% | -29.8% | +23.3% | +1.9% |
| YTD | +4.2% | -28.7% | +32.8% | +10.9% |
| 1Y | -2.3% | -40.9% | +38.6% | +7.4% |
| All | -2.3% | -40.6% | +38.4% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 1y: compounded portfolio wealth divided by compounded TSCO 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…
1y analysis · Full analysis span regression · 6 months rolling