+181.2%
TSCO vs FDX
+182.5%
-1.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -5.7% | -3.3% | -2.4% | -4.8% |
| 30D | -8.8% | -4.5% | -4.2% | -7.6% |
| 3M | +6.3% | -7.3% | +13.7% | +8.5% |
| 6M | -32.3% | +7.5% | -39.8% | -34.0% |
| YTD | -32.7% | +35.1% | -67.8% | -38.8% |
| 1Y | -43.7% | +71.4% | -115.1% | -52.3% |
| 3Y | -19.7% | +60.8% | -80.5% | -32.7% |
| 5Y | -11.6% | +65.5% | -77.1% | -28.8% |
| All | +181.2% | +182.5% | -1.2% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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