+1,315.5%
FERG vs TSCO
+1,486.3%
-170.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | -0.9% |
| 7D | +0.9% | -2.5% | +3.4% | +1.2% |
| 30D | -15.1% | -1.1% | -13.9% | -15.0% |
| 3M | -4.8% | +14.3% | -19.1% | -6.6% |
| 6M | -2.5% | -31.9% | +29.4% | +2.3% |
| YTD | +1.8% | -30.7% | +32.5% | +6.4% |
| 1Y | -0.3% | -41.1% | +40.7% | +6.4% |
| 3Y | +52.9% | -17.1% | +70.1% | +56.6% |
| 5Y | +69.3% | -7.5% | +76.8% | +71.4% |
| 10Y | +352.7% | +192.6% | +160.1% | +336.6% |
| All | +1,315.5% | +1,486.3% | -170.7% | +1,389.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling