+0.5%
FERG vs TSCO
-42.3%
+42.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.0% |
| 7D | -2.6% | -5.7% | +3.1% | -1.6% |
| 30D | -8.9% | -8.8% | -0.1% | -7.5% |
| 3M | -2.0% | +6.3% | -8.4% | -3.7% |
| 6M | -3.2% | -32.3% | +29.1% | +5.6% |
| YTD | +1.5% | -32.7% | +34.2% | +8.8% |
| 1Y | +0.5% | -43.7% | +44.2% | +8.6% |
| All | +0.5% | -42.3% | +42.7% | +8.6% |
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