-10.4%
TSCO vs FDS
-29.0%
+18.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.2% |
| 7D | -5.7% | -14.0% | +8.3% | -1.7% |
| 30D | -8.8% | -6.2% | -2.5% | -7.3% |
| 3M | +6.3% | +10.2% | -3.8% | +2.6% |
| 6M | -32.3% | +27.4% | -59.7% | -38.2% |
| YTD | -32.7% | -9.3% | -23.4% | -31.2% |
| 1Y | -43.7% | -28.6% | -15.0% | -37.0% |
| 3Y | -19.7% | -36.8% | +17.2% | -7.4% |
| All | -10.4% | -29.0% | +18.6% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 5y: compounded portfolio wealth divided by compounded FDS 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…
5y analysis · Full analysis span regression · 6 months rolling