+351.3%
FERG vs TSCO
+185.7%
+165.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.0% |
| 7D | -2.6% | -5.7% | +3.1% | -1.4% |
| 30D | -8.9% | -8.8% | -0.1% | -7.2% |
| 3M | -2.0% | +6.3% | -8.4% | -3.5% |
| 6M | -3.2% | -32.3% | +29.1% | +4.4% |
| YTD | +1.5% | -32.7% | +34.2% | +9.3% |
| 1Y | +0.5% | -43.7% | +44.2% | +12.3% |
| 3Y | +50.4% | -19.7% | +70.1% | +56.5% |
| 5Y | +68.7% | -11.6% | +80.3% | +72.2% |
| All | +351.3% | +185.7% | +165.6% | +331.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling