+15,370.0%
TSCO vs FDS
+9,090.7%
+6,279.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.1% | +2.0% |
| 7D | +1.7% | -5.4% | +7.1% | +3.1% |
| 30D | +2.8% | +1.6% | +1.2% | +2.2% |
| 3M | +17.9% | +17.7% | +0.2% | +12.0% |
| 6M | -28.6% | +29.1% | -57.6% | -34.3% |
| YTD | -28.0% | +1.0% | -29.0% | -29.8% |
| 1Y | -39.9% | -21.6% | -18.2% | -37.5% |
| 3Y | -14.0% | -30.1% | +16.1% | -8.5% |
| 5Y | -2.9% | -20.7% | +17.8% | -0.6% |
| 10Y | +199.5% | +78.3% | +121.2% | +144.3% |
| All | +15,370.0% | +9,090.7% | +6,279.3% | +6,845.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling